+9.2%
DXCM vs GFI
+26.4%
-17.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.9% |
| 3M | +10.3% | +25.6% | -15.3% | +9.5% |
| 6M | +25.2% | -8.3% | +33.5% | +26.5% |
| YTD | +25.1% | +6.3% | +18.8% | +27.6% |
| 1Y | +9.2% | +22.1% | -12.8% | +18.5% |
| All | +9.2% | +26.4% | -17.2% | +18.5% |
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 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