+2,894.9%
DXCM vs GD
+975.8%
+1,919.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.1% |
| 7D | -3.2% | -5.3% | +2.0% | -0.4% |
| 30D | +6.3% | -6.4% | +12.8% | +10.1% |
| 3M | +21.1% | +5.7% | +15.4% | +17.1% |
| 6M | +20.6% | -0.9% | +21.5% | +20.3% |
| YTD | +32.4% | +8.2% | +24.3% | +25.6% |
| 1Y | +8.8% | +13.4% | -4.6% | +0.4% |
| 3Y | -13.7% | +68.5% | -82.2% | -38.2% |
| 5Y | -35.2% | +97.2% | -132.3% | -57.7% |
| 10Y | +281.8% | +190.2% | +91.6% | +83.3% |
| All | +2,894.9% | +975.8% | +1,919.1% | +631.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling