+326.3%
GDX vs DXCM
+402.7%
-76.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.4% |
| 7D | -6.8% | +4.9% | -11.7% | -7.1% |
| 30D | -2.1% | -0.2% | -1.9% | -2.1% |
| 3M | -7.5% | -8.9% | +1.4% | -7.0% |
| 6M | -15.2% | +42.3% | -57.4% | -17.7% |
| YTD | -4.8% | +25.6% | -30.4% | -6.7% |
| 1Y | +6.7% | +39.5% | -32.8% | +3.9% |
| 3Y | +212.7% | -15.3% | +228.0% | +208.1% |
| 5Y | +151.7% | -48.4% | +200.1% | +150.9% |
| All | +326.3% | +402.7% | -76.5% | +306.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling