+384.5%
DXCM vs GAP
+1.5%
+383.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +4.9% | -1.9% | +6.8% | +5.2% |
| 30D | -0.2% | -7.1% | +6.9% | +1.0% |
| 3M | -8.9% | +4.1% | -13.0% | -9.7% |
| 6M | +42.3% | +1.9% | +40.4% | +40.9% |
| YTD | +25.6% | -15.2% | +40.8% | +27.3% |
| 1Y | +39.5% | -10.6% | +50.2% | +40.2% |
| 3Y | -15.3% | +74.6% | -89.9% | -26.6% |
| 5Y | -48.4% | +3.7% | -52.1% | -54.2% |
| All | +384.5% | +1.5% | +383.0% | +299.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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