+257.0%
DXCM vs GFI
+1,066.8%
-809.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -5.5% | -4.9% | -0.7% | -5.4% |
| 30D | -8.6% | +10.7% | -19.3% | -8.8% |
| 3M | +10.3% | +25.6% | -15.3% | +9.6% |
| 6M | +25.2% | -8.3% | +33.5% | +25.3% |
| YTD | +25.1% | +6.3% | +18.8% | +24.7% |
| 1Y | +9.2% | +22.1% | -12.8% | +8.5% |
| 3Y | -22.6% | +289.2% | -311.8% | -26.3% |
| 5Y | -39.5% | +531.7% | -571.2% | -43.2% |
| All | +257.0% | +1,066.8% | -809.9% | +282.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling