+11.9%
GDX vs DXCM
+42.7%
-30.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | +0.7% | -9.2% | +9.9% | +2.7% |
| 30D | -3.8% | -6.5% | +2.7% | -2.7% |
| 3M | -5.4% | -10.3% | +4.8% | -3.7% |
| 6M | -12.7% | +35.4% | -48.1% | -24.7% |
| YTD | -0.7% | +21.1% | -21.7% | -7.7% |
| 1Y | +11.9% | +38.2% | -26.3% | -9.8% |
| All | +11.9% | +42.7% | -30.9% | -9.8% |
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