+296.1%
GDXJ vs DXCM
-19.4%
+315.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | -0.8% |
| 7D | +4.3% | -6.2% | +10.5% | +4.8% |
| 30D | +8.4% | -0.3% | +8.7% | +8.4% |
| 3M | +25.5% | +10.3% | +15.2% | +24.2% |
| 6M | -6.3% | +24.1% | -30.5% | -8.6% |
| YTD | +12.1% | +27.4% | -15.3% | +9.4% |
| 1Y | +51.1% | +8.4% | +42.7% | +48.5% |
| 3Y | +296.1% | -19.0% | +315.1% | +255.6% |
| All | +296.1% | -19.4% | +315.5% | +255.6% |
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