+221.5%
GDXJ vs DXCM
-13.9%
+235.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.8% |
| 7D | -8.1% | +4.9% | -13.0% | -8.5% |
| 30D | -5.5% | -0.2% | -5.3% | -5.5% |
| 3M | -14.6% | -8.9% | -5.6% | -14.0% |
| 6M | -23.2% | +42.3% | -65.5% | -26.1% |
| YTD | -13.0% | +25.6% | -38.5% | -15.0% |
| 1Y | +2.8% | +39.5% | -36.8% | -0.3% |
| 3Y | +221.5% | -15.3% | +236.8% | +193.9% |
| All | +221.5% | -13.9% | +235.4% | +193.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling