-19.0%
DXCM vs GAP
+113.8%
-132.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.8% |
| 7D | -6.2% | +1.7% | -8.0% | -6.4% |
| 30D | -0.3% | +9.3% | -9.6% | -1.4% |
| 3M | +10.3% | +6.1% | +4.2% | +9.4% |
| 6M | +24.1% | -2.3% | +26.4% | +23.8% |
| YTD | +27.4% | -10.6% | +38.0% | +28.0% |
| 1Y | +8.4% | -4.4% | +12.8% | +7.9% |
| 3Y | -19.0% | +118.3% | -137.3% | -21.9% |
| All | -19.0% | +113.8% | -132.8% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling