+2,662.2%
DXCM vs GAP
+86.2%
+2,575.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +1.2% |
| 7D | -4.4% | 0.0% | -4.4% | -4.3% |
| 30D | -3.6% | -4.3% | +0.7% | -2.5% |
| 3M | -4.3% | +9.4% | -13.7% | -6.9% |
| 6M | +33.8% | -3.3% | +37.0% | +33.2% |
| YTD | +22.1% | -10.5% | +32.7% | +23.1% |
| 1Y | +47.4% | -2.4% | +49.8% | +45.0% |
| 3Y | -12.3% | +80.1% | -92.4% | -32.7% |
| 5Y | -49.1% | +6.5% | -55.5% | -58.1% |
| 10Y | +423.1% | +14.6% | +408.5% | +240.1% |
| All | +2,662.2% | +86.2% | +2,575.9% | +904.1% |
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