+2,894.9%
DXCM vs GAP
+86.5%
+2,808.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -3.2% | -4.5% | +1.3% | -2.2% |
| 30D | +6.3% | +9.0% | -2.7% | +3.8% |
| 3M | +21.1% | +5.0% | +16.1% | +19.1% |
| 6M | +20.6% | -17.8% | +38.4% | +24.7% |
| YTD | +32.4% | -10.4% | +42.8% | +33.7% |
| 1Y | +8.8% | -3.4% | +12.2% | +7.2% |
| 3Y | -13.7% | +111.5% | -125.2% | -37.0% |
| 5Y | -35.2% | +8.8% | -44.0% | -47.1% |
| 10Y | +281.8% | +32.9% | +248.9% | +130.7% |
| All | +2,894.9% | +86.5% | +2,808.3% | +990.1% |
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