+228.4%
GDXJ vs DXCM
-39.5%
+267.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.7% | -4.1% |
| 7D | -6.2% | -5.8% | -0.4% | -5.5% |
| 30D | +4.6% | -5.6% | +10.2% | +5.3% |
| 3M | +31.3% | +13.0% | +18.2% | +28.7% |
| 6M | -10.7% | +24.7% | -35.3% | -13.7% |
| YTD | +9.1% | +27.3% | -18.3% | +5.2% |
| 1Y | +44.1% | +11.2% | +32.9% | +40.7% |
| 3Y | +285.4% | -19.0% | +304.4% | +274.9% |
| 5Y | +228.4% | -38.5% | +266.9% | +218.3% |
| All | +228.4% | -39.5% | +267.8% | +218.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling