+24.8%
GDX vs DXCM
+44.8%
-20.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.6% | +2.4% | +7.7% |
| 7D | +0.8% | +12.5% | -11.8% | -1.3% |
| 30D | -3.2% | +1.8% | -5.1% | -3.8% |
| 3M | +8.6% | +1.8% | +6.8% | +7.8% |
| 6M | -1.2% | +47.4% | -48.6% | -13.5% |
| YTD | -1.4% | +33.3% | -34.7% | -7.7% |
| 1Y | +24.8% | +44.6% | -19.8% | +15.1% |
| All | +24.8% | +44.8% | -20.0% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling