+212.7%
GDX vs DXCM
-13.9%
+226.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.1% |
| 6M | -15.2% | +42.3% | -57.4% | -17.7% |
| YTD | -4.8% | +25.6% | -30.4% | -6.6% |
| 1Y | +6.7% | +39.5% | -32.8% | +4.3% |
| 3Y | +212.7% | -15.3% | +228.0% | +193.1% |
| All | +212.7% | -13.9% | +226.7% | +193.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling