+404.2%
DXCM vs GD
+190.6%
+213.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.3% | -5.7% |
| 7D | -3.5% | -5.0% | +1.5% | -1.6% |
| 30D | -5.8% | +8.9% | -14.7% | -9.0% |
| 3M | -4.3% | -8.0% | +3.7% | -1.4% |
| 6M | +31.6% | +2.9% | +28.7% | +29.6% |
| YTD | +19.6% | +7.1% | +12.6% | +15.6% |
| 1Y | +36.9% | +5.9% | +30.9% | +32.7% |
| 3Y | -16.3% | +53.9% | -70.1% | -31.7% |
| 5Y | -50.0% | +95.4% | -145.4% | -63.1% |
| All | +404.2% | +190.6% | +213.6% | +250.5% |
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