-5.2%
GDX vs DXCM
+33.0%
-38.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.1% | +1.8% |
| 7D | +13.6% | -3.5% | +17.1% | +13.4% |
| 30D | +2.5% | -5.8% | +8.3% | +2.0% |
| 3M | +4.4% | -4.3% | +8.7% | +4.4% |
| 6M | -5.2% | +31.6% | -36.8% | -0.6% |
| All | -5.2% | +33.0% | -38.2% | -0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling