-38.5%
DXCM vs GDDY
+29.8%
-68.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -2.2% |
| 7D | -5.5% | -3.2% | -2.3% | -4.8% |
| 30D | -8.6% | +6.8% | -15.4% | -10.5% |
| 3M | +10.3% | +30.5% | -20.1% | -0.5% |
| 6M | +25.2% | +13.3% | +11.9% | +17.3% |
| YTD | +25.1% | -21.0% | +46.1% | +32.0% |
| 1Y | +9.2% | -34.0% | +43.2% | +23.0% |
| 3Y | -22.6% | +33.1% | -55.7% | -44.4% |
| All | -38.5% | +29.8% | -68.3% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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