-36.3%
DXCM vs GAP
+9.0%
-45.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -3.2% | -4.5% | +1.3% | -2.5% |
| 30D | +6.3% | +9.0% | -2.7% | +4.6% |
| 3M | +21.1% | +5.0% | +16.1% | +19.8% |
| 6M | +20.6% | -17.8% | +38.4% | +23.3% |
| YTD | +32.4% | -10.4% | +42.8% | +33.3% |
| 1Y | +8.8% | -3.4% | +12.2% | +7.8% |
| 3Y | -13.7% | +111.5% | -125.2% | -30.9% |
| All | -36.3% | +9.0% | -45.2% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling