+233.2%
GDXJ vs DXCM
+391.0%
-157.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -4.8% |
| 7D | -4.9% | -3.6% | -1.3% | -4.6% |
| 30D | -10.0% | -4.3% | -5.6% | -9.6% |
| 3M | -16.6% | -10.4% | -6.3% | -15.9% |
| 6M | -23.3% | +33.1% | -56.4% | -25.6% |
| YTD | -12.4% | +22.6% | -35.1% | -14.4% |
| 1Y | +0.5% | +36.5% | -36.1% | -2.6% |
| 3Y | +220.5% | -13.5% | +233.9% | +214.3% |
| 5Y | +124.7% | -49.6% | +174.4% | +124.1% |
| All | +233.2% | +391.0% | -157.8% | +218.2% |
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