-42.9%
DXCM vs GFS
-9.0%
-33.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -3.6% | +17.2% | -20.9% | -6.7% |
| 30D | -4.3% | -8.7% | +4.4% | -3.2% |
| 3M | -10.4% | -19.7% | +9.3% | -7.3% |
| 6M | +33.1% | -40.7% | +73.8% | +43.1% |
| YTD | +22.6% | +22.5% | +0.1% | +7.5% |
| 1Y | +36.5% | +25.2% | +11.3% | +18.8% |
| 3Y | -13.5% | -17.7% | +4.2% | -20.0% |
| 5Y | -49.6% | -23.5% | -26.1% | -56.6% |
| All | -42.9% | -9.0% | -33.9% | -52.3% |
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