-46.8%
DXCM vs GD
+97.4%
-144.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -3.7% |
| 7D | +5.7% | -3.9% | +9.6% | +7.2% |
| 30D | +1.3% | +8.1% | -6.8% | -1.8% |
| 3M | +2.2% | -6.8% | +8.9% | +4.7% |
| 6M | +42.0% | +3.0% | +39.0% | +39.8% |
| YTD | +27.3% | +7.8% | +19.5% | +22.7% |
| 1Y | +42.5% | +5.8% | +36.7% | +38.2% |
| 3Y | -13.3% | +55.3% | -68.7% | -32.2% |
| 5Y | -46.8% | +96.7% | -143.5% | -62.3% |
| All | -46.8% | +97.4% | -144.2% | -62.3% |
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