-36.3%
DXCM vs GD
+97.9%
-134.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.3% |
| 7D | -3.2% | -5.3% | +2.0% | -1.2% |
| 30D | +6.3% | -6.4% | +12.8% | +9.0% |
| 3M | +21.1% | +5.7% | +15.4% | +18.3% |
| 6M | +20.6% | -0.9% | +21.5% | +20.8% |
| YTD | +32.4% | +8.2% | +24.3% | +27.8% |
| 1Y | +8.8% | +13.4% | -4.6% | +2.8% |
| 3Y | -13.7% | +68.5% | -82.2% | -35.5% |
| All | -36.3% | +97.9% | -134.2% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling