+2,894.9%
DXCM vs GFI
+693.8%
+2,201.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -3.2% | +3.1% | -6.3% | -3.5% |
| 30D | +6.3% | +27.1% | -20.8% | +4.3% |
| 3M | +21.1% | +21.2% | -0.1% | +18.9% |
| 6M | +20.6% | -4.5% | +25.1% | +20.2% |
| YTD | +32.4% | +11.7% | +20.7% | +30.1% |
| 1Y | +8.8% | +46.0% | -37.2% | +4.1% |
| 3Y | -13.7% | +309.6% | -323.3% | -25.8% |
| 5Y | -35.2% | +506.0% | -541.2% | -47.3% |
| 10Y | +281.8% | +1,009.2% | -727.4% | +176.0% |
| All | +2,894.9% | +693.8% | +2,201.1% | +1,842.0% |
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