+215.1%
GDXJ vs DXCM
+260.4%
-45.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.2% |
| 7D | -2.8% | -5.5% | +2.7% | -2.3% |
| 30D | +5.0% | -8.6% | +13.5% | +5.7% |
| 3M | +24.1% | +10.3% | +13.7% | +22.6% |
| 6M | -7.4% | +25.2% | -32.6% | -9.6% |
| YTD | +10.2% | +25.1% | -14.9% | +7.6% |
| 1Y | +42.5% | +9.2% | +33.3% | +40.4% |
| 3Y | +285.7% | -22.6% | +308.3% | +281.5% |
| 5Y | +231.9% | -39.5% | +271.4% | +227.6% |
| All | +215.1% | +260.4% | -45.3% | +251.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling