+2,739.2%
DXCM vs GFI
+512.4%
+2,226.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +4.9% | -8.7% | +13.6% | +5.6% |
| 30D | -0.2% | +0.6% | -0.8% | -0.3% |
| 3M | -8.9% | -7.5% | -1.4% | -8.7% |
| 6M | +42.3% | -18.3% | +60.6% | +43.5% |
| YTD | +25.6% | -13.8% | +39.3% | +25.5% |
| 1Y | +39.5% | -8.8% | +48.4% | +38.8% |
| 3Y | -15.3% | +215.8% | -231.1% | -25.7% |
| 5Y | -48.4% | +301.2% | -349.7% | -56.7% |
| 10Y | +411.4% | +1,284.4% | -873.0% | +256.2% |
| All | +2,739.2% | +512.4% | +2,226.8% | +1,773.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling