+252.9%
DXCM vs CG
+345.5%
-92.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.7% | -3.0% |
| 7D | -6.2% | -1.3% | -5.0% | -5.7% |
| 30D | -0.3% | -3.2% | +2.9% | +0.8% |
| 3M | +10.3% | +6.2% | +4.1% | +7.2% |
| 6M | +24.1% | -4.7% | +28.8% | +25.0% |
| YTD | +27.4% | -20.6% | +48.0% | +36.6% |
| 1Y | +8.4% | -26.4% | +34.7% | +19.5% |
| 3Y | -19.0% | +55.4% | -74.4% | -37.2% |
| 5Y | -38.6% | +9.8% | -48.4% | -46.8% |
| 10Y | +252.9% | +341.4% | -88.4% | +71.2% |
| All | +252.9% | +345.5% | -92.6% | +71.2% |
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