-38.5%
DXCM vs GFI
+515.1%
-553.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.6% | +0.9% |
| 7D | -5.8% | -5.1% | -0.6% | -5.5% |
| 30D | -5.6% | +13.4% | -19.0% | -6.3% |
| 3M | +13.0% | +36.2% | -23.2% | +11.0% |
| 6M | +24.7% | -9.8% | +34.5% | +25.1% |
| YTD | +27.3% | +7.7% | +19.7% | +26.5% |
| 1Y | +11.2% | +27.2% | -16.0% | +9.3% |
| 3Y | -19.0% | +300.3% | -319.3% | -28.4% |
| 5Y | -38.5% | +539.8% | -578.3% | -46.9% |
| All | -38.5% | +515.1% | -553.6% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling