+214.2%
GDX vs DXCM
+1,586.3%
-1,372.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.0% |
| 7D | -0.4% | -3.2% | +2.8% | -0.1% |
| 30D | +18.6% | +6.3% | +12.3% | +18.0% |
| 3M | +14.9% | +21.1% | -6.2% | +12.6% |
| 6M | -6.3% | +20.6% | -26.8% | -8.2% |
| YTD | +15.7% | +32.4% | -16.7% | +12.4% |
| 1Y | +54.8% | +8.8% | +46.0% | +52.6% |
| 3Y | +253.4% | -13.7% | +267.2% | +246.5% |
| 5Y | +219.7% | -35.2% | +254.8% | +216.2% |
| 10Y | +300.2% | +281.8% | +18.4% | +224.6% |
| All | +214.2% | +1,586.3% | -1,372.2% | +98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling