-23.3%
GDXJ vs DXCM
+35.3%
-58.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -4.6% |
| 7D | -4.9% | -3.6% | -1.3% | -5.1% |
| 30D | -10.0% | -4.3% | -5.6% | -10.4% |
| 3M | -16.6% | -10.4% | -6.3% | -17.7% |
| 6M | -23.3% | +33.1% | -56.4% | -24.6% |
| All | -23.3% | +35.3% | -58.6% | -24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling