+393.1%
DXCM vs CG
+299.0%
+94.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | -9.2% | -3.8% | -5.4% | -7.9% |
| 30D | -6.5% | +7.5% | -14.0% | -9.1% |
| 3M | -10.3% | -14.4% | +4.1% | -5.2% |
| 6M | +35.4% | -15.7% | +51.1% | +42.9% |
| YTD | +21.1% | -29.0% | +50.0% | +35.1% |
| 1Y | +38.2% | -22.1% | +60.3% | +48.5% |
| 3Y | -14.6% | +49.1% | -63.7% | -32.7% |
| 5Y | -49.6% | -18.4% | -31.2% | -51.1% |
| 10Y | +393.1% | +295.1% | +98.0% | +162.1% |
| All | +393.1% | +299.0% | +94.1% | +162.1% |
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