+411.2%
DXCM vs CG
+308.6%
+102.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | -3.7% | +2.0% | -5.6% | -4.4% |
| 30D | -5.0% | +8.5% | -13.5% | -8.0% |
| 3M | -8.8% | -12.1% | +3.3% | -4.6% |
| 6M | +31.9% | -16.4% | +48.3% | +39.7% |
| YTD | +20.4% | -28.0% | +48.4% | +33.7% |
| 1Y | +45.7% | -18.9% | +64.6% | +54.2% |
| 3Y | -15.0% | +51.2% | -66.3% | -33.5% |
| 5Y | -48.5% | -15.9% | -32.6% | -50.6% |
| 10Y | +411.2% | +305.9% | +105.3% | +165.8% |
| All | +411.2% | +308.6% | +102.6% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling