+323.6%
GDX vs BABA
+23.9%
+299.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.3% | +1.0% |
| 7D | +5.4% | +8.6% | -3.1% | +4.4% |
| 30D | -2.8% | -1.1% | -1.7% | -2.6% |
| 3M | +2.5% | -15.9% | +18.4% | +4.5% |
| 6M | -0.1% | -17.5% | +17.5% | +2.0% |
| YTD | 0.0% | -25.6% | +25.6% | +3.3% |
| 1Y | +22.2% | -33.8% | +56.0% | +27.8% |
| 3Y | +201.4% | +34.6% | +166.8% | +187.7% |
| 5Y | +180.6% | -27.7% | +208.3% | +172.3% |
| 10Y | +277.2% | +17.7% | +259.5% | +262.5% |
| All | +323.6% | +23.9% | +299.8% | +294.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BABA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling