+423.1%
DXCM vs GD
+185.2%
+238.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.2% |
| 7D | -4.4% | -3.0% | -1.3% | -3.2% |
| 30D | -3.6% | +9.3% | -12.9% | -7.0% |
| 3M | -4.3% | -7.2% | +2.9% | -1.7% |
| 6M | +33.8% | +5.5% | +28.3% | +30.5% |
| YTD | +22.1% | +9.5% | +12.7% | +16.9% |
| 1Y | +47.4% | +6.4% | +41.0% | +42.7% |
| 3Y | -12.3% | +59.8% | -72.1% | -29.7% |
| 5Y | -49.1% | +98.0% | -147.1% | -62.8% |
| 10Y | +423.1% | +177.4% | +245.7% | +250.7% |
| All | +423.1% | +185.2% | +238.0% | +250.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling