-17.9%
DXCM vs FGI
-74.8%
+56.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -25.2% | +27.6% | +2.8% |
| 7D | +4.9% | -14.4% | +19.3% | +5.1% |
| 30D | -0.2% | -11.8% | +11.6% | -0.1% |
| 3M | -8.9% | -46.2% | +37.3% | -8.2% |
| 6M | +42.3% | +5.2% | +37.1% | +40.2% |
| YTD | +25.6% | +10.5% | +15.0% | +22.2% |
| 1Y | +39.5% | +25.5% | +14.0% | +35.0% |
| 3Y | -15.3% | -16.0% | +0.7% | -18.8% |
| All | -17.9% | -74.8% | +56.9% | -16.5% |
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