-40.7%
DXCM vs GFS
-3.9%
-36.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.6% | -3.8% |
| 7D | -6.2% | +2.6% | -8.9% | -6.7% |
| 30D | -0.3% | -16.4% | +16.1% | +3.2% |
| 3M | +10.3% | -41.6% | +51.9% | +21.6% |
| 6M | +24.1% | -3.7% | +27.8% | +18.5% |
| YTD | +27.4% | +29.3% | -1.9% | +11.4% |
| 1Y | +8.4% | +37.1% | -28.8% | -7.1% |
| 3Y | -19.0% | -22.1% | +3.1% | -22.8% |
| All | -40.7% | -3.9% | -36.8% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling