+373.3%
DXCM vs CG
+274.5%
+98.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | +2.9% |
| 7D | -3.6% | -1.5% | -2.1% | -3.2% |
| 30D | -4.3% | +5.7% | -10.0% | -6.5% |
| 3M | -10.4% | -17.9% | +7.5% | -3.9% |
| 6M | +33.1% | -20.2% | +53.3% | +43.4% |
| YTD | +22.6% | -32.0% | +54.6% | +39.0% |
| 1Y | +36.5% | -27.0% | +63.6% | +50.3% |
| 3Y | -13.5% | +42.8% | -56.2% | -30.7% |
| 5Y | -49.6% | -23.4% | -26.2% | -50.0% |
| All | +373.3% | +274.5% | +98.7% | +162.2% |
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