+37.8%
GDXJ vs DXCM
+4,410.4%
-4,372.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.9% |
| 7D | -8.1% | +4.9% | -13.0% | -8.6% |
| 30D | -5.5% | -0.2% | -5.3% | -5.5% |
| 3M | -14.6% | -8.9% | -5.6% | -13.8% |
| 6M | -23.2% | +42.3% | -65.5% | -26.7% |
| YTD | -13.0% | +25.6% | -38.5% | -15.6% |
| 1Y | +2.8% | +39.5% | -36.8% | -1.5% |
| 3Y | +221.5% | -15.3% | +236.8% | +214.8% |
| 5Y | +123.4% | -48.4% | +171.8% | +125.8% |
| 10Y | +238.2% | +411.4% | -173.2% | +152.8% |
| All | +37.8% | +4,410.4% | -4,372.6% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling