-48.1%
DXCM vs GFI
+300.1%
-348.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +4.9% | -8.7% | +13.6% | +5.4% |
| 30D | -0.2% | +0.6% | -0.8% | -0.3% |
| 3M | -8.9% | -7.5% | -1.4% | -8.8% |
| 6M | +42.3% | -18.3% | +60.6% | +43.3% |
| YTD | +25.6% | -13.8% | +39.3% | +25.9% |
| 1Y | +39.5% | -8.8% | +48.4% | +39.5% |
| 3Y | -15.3% | +215.8% | -231.1% | -24.9% |
| All | -48.1% | +300.1% | -348.1% | -58.6% |
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