-21.3%
DXCM vs FGI
-70.0%
+48.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -3.7% | -4.1% | +0.4% | -3.6% |
| 30D | -5.0% | -3.4% | -1.6% | -5.0% |
| 3M | -8.8% | +61.8% | -70.6% | -10.6% |
| 6M | +31.9% | +17.0% | +14.8% | +29.8% |
| YTD | +20.4% | +31.4% | -11.0% | +17.0% |
| 1Y | +45.7% | +42.7% | +3.1% | +40.9% |
| 3Y | -15.0% | -0.1% | -14.9% | -18.7% |
| All | -21.3% | -70.0% | +48.7% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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