+211.3%
GDX vs DXCM
-18.8%
+230.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.1% | +2.6% |
| 7D | +13.6% | -3.5% | +17.1% | +13.9% |
| 30D | +2.5% | -5.8% | +8.3% | +2.9% |
| 3M | +4.4% | -4.3% | +8.7% | +4.6% |
| 6M | -5.2% | +31.6% | -36.8% | -7.5% |
| YTD | +2.1% | +19.6% | -17.5% | +0.6% |
| 1Y | +24.7% | +36.9% | -12.2% | +22.1% |
| 3Y | +211.3% | -16.3% | +227.5% | +190.9% |
| All | +211.3% | -18.8% | +230.1% | +190.9% |
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 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