+36.5%
DXCM vs FGI
+51.2%
-14.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.9% | +1.2% |
| 7D | -3.6% | +13.5% | -17.1% | -3.8% |
| 30D | -4.3% | +17.1% | -21.4% | -4.5% |
| 3M | -10.4% | +78.0% | -88.4% | -11.6% |
| 6M | +33.1% | +46.4% | -13.3% | +31.3% |
| YTD | +22.6% | +47.7% | -25.1% | +20.3% |
| 1Y | +36.5% | +56.8% | -20.3% | +34.9% |
| All | +36.5% | +51.2% | -14.6% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling