+42.5%
GDXJ vs DXCM
+8.9%
+33.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.2% |
| 7D | -2.8% | -5.5% | +2.7% | -2.2% |
| 30D | +5.0% | -8.6% | +13.5% | +5.9% |
| 3M | +24.1% | +10.3% | +13.7% | +21.9% |
| 6M | -7.4% | +25.2% | -32.6% | -11.4% |
| YTD | +10.2% | +25.1% | -14.9% | +6.5% |
| 1Y | +42.5% | +9.2% | +33.3% | +33.1% |
| All | +42.5% | +8.9% | +33.6% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling