+423.1%
DXCM vs CG
+320.1%
+103.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.6% | -4.5% | -0.4% |
| 7D | -4.4% | +3.0% | -7.4% | -5.4% |
| 30D | -3.6% | +10.1% | -13.7% | -7.2% |
| 3M | -4.3% | -10.8% | +6.5% | -0.5% |
| 6M | +33.8% | -15.2% | +49.0% | +40.9% |
| YTD | +22.1% | -26.9% | +49.1% | +34.8% |
| 1Y | +47.4% | -17.0% | +64.4% | +54.6% |
| 3Y | -12.3% | +54.6% | -66.9% | -31.9% |
| 5Y | -49.1% | -16.7% | -32.4% | -51.0% |
| 10Y | +423.1% | +320.1% | +103.0% | +167.6% |
| All | +423.1% | +320.1% | +103.0% | +167.6% |
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