-16.3%
DXCM vs GD
+54.3%
-70.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.3% | -5.8% |
| 7D | -3.5% | -5.0% | +1.5% | -2.5% |
| 30D | -5.8% | +8.9% | -14.7% | -7.7% |
| 3M | -4.3% | -8.0% | +3.7% | -2.6% |
| 6M | +31.6% | +2.9% | +28.7% | +30.5% |
| YTD | +19.6% | +7.1% | +12.6% | +17.8% |
| 1Y | +36.9% | +5.9% | +30.9% | +35.0% |
| 3Y | -16.3% | +53.9% | -70.1% | -29.2% |
| All | -16.3% | +54.3% | -70.6% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling