+8.8%
DXCM vs GFI
+45.3%
-36.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -2.0% |
| 7D | -3.2% | +3.1% | -6.3% | -3.3% |
| 30D | +6.3% | +27.1% | -20.8% | +5.5% |
| 3M | +21.1% | +21.2% | -0.1% | +20.7% |
| 6M | +20.6% | -4.5% | +25.1% | +21.6% |
| YTD | +32.4% | +11.7% | +20.7% | +35.2% |
| 1Y | +8.8% | +46.0% | -37.2% | +32.3% |
| All | +8.8% | +45.3% | -36.4% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling