+47.8%
DXCM vs GAP
-4.6%
+52.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +1.3% |
| 7D | -4.4% | 0.0% | -4.4% | -4.2% |
| 30D | -3.6% | -4.3% | +0.7% | -2.8% |
| 3M | -4.3% | +9.4% | -13.7% | -6.1% |
| 6M | +33.8% | -3.3% | +37.0% | +32.6% |
| YTD | +22.1% | -10.5% | +32.7% | +23.1% |
| All | +47.8% | -4.6% | +52.4% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling