+2,914.7%
DXCM vs GD
+997.5%
+1,917.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.6% | +9.2% | +8.0% |
| 7D | +12.5% | +3.0% | +9.6% | +10.6% |
| 30D | +1.8% | +10.5% | -8.7% | -3.7% |
| 3M | +1.8% | -5.0% | +6.7% | +4.2% |
| 6M | +47.4% | +5.5% | +41.9% | +42.2% |
| YTD | +33.3% | +10.3% | +23.0% | +24.7% |
| 1Y | +44.6% | +8.2% | +36.5% | +36.6% |
| 3Y | -9.2% | +59.0% | -68.2% | -32.4% |
| 5Y | -43.8% | +104.3% | -148.1% | -64.1% |
| 10Y | +471.8% | +202.4% | +269.3% | +167.0% |
| All | +2,914.7% | +997.5% | +1,917.2% | +626.3% |
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 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