+289.0%
GDX vs DXCM
+256.6%
+32.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +3.0% | -0.6% |
| 7D | +4.0% | -6.2% | +10.2% | +4.4% |
| 30D | +9.5% | -0.3% | +9.7% | +9.5% |
| 3M | +25.1% | +10.3% | +14.8% | +23.9% |
| 6M | -2.9% | +24.1% | -27.1% | -4.8% |
| YTD | +14.7% | +27.4% | -12.6% | +12.4% |
| 1Y | +47.4% | +8.4% | +39.0% | +45.6% |
| 3Y | +259.7% | -19.0% | +278.7% | +255.0% |
| 5Y | +227.7% | -38.6% | +266.2% | +223.9% |
| 10Y | +289.0% | +252.9% | +36.0% | +351.9% |
| All | +289.0% | +256.6% | +32.3% | +351.9% |
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