+310.1%
GDX vs DXCM
+421.6%
-111.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +4.3% |
| 7D | +15.6% | -4.4% | +19.9% | +15.9% |
| 30D | +2.4% | -3.6% | +6.1% | +2.7% |
| 3M | +1.7% | -4.3% | +6.1% | +2.0% |
| 6M | -3.3% | +33.8% | -37.1% | -5.7% |
| YTD | +6.6% | +22.1% | -15.5% | +4.7% |
| 1Y | +27.0% | +47.4% | -20.4% | +23.2% |
| 3Y | +243.4% | -12.3% | +255.6% | +237.4% |
| 5Y | +194.2% | -49.1% | +243.3% | +193.6% |
| 10Y | +310.1% | +423.1% | -113.0% | +301.9% |
| All | +310.1% | +421.6% | -111.5% | +301.9% |
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