+2,605.6%
DXCM vs GAP
+80.0%
+2,525.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -1.8% | -5.0% |
| 7D | -3.5% | -3.8% | +0.3% | -2.5% |
| 30D | -5.8% | -9.0% | +3.2% | -3.6% |
| 3M | -4.3% | +5.5% | -9.8% | -6.1% |
| 6M | +31.6% | -11.1% | +42.6% | +33.7% |
| YTD | +19.6% | -13.6% | +33.2% | +21.6% |
| 1Y | +36.9% | -2.9% | +39.7% | +34.7% |
| 3Y | -16.3% | +69.6% | -85.9% | -34.8% |
| 5Y | -50.0% | +5.4% | -55.4% | -58.8% |
| 10Y | +413.2% | +17.8% | +395.3% | +227.0% |
| All | +2,605.6% | +80.0% | +2,525.7% | +891.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling