-12.3%
DXCM vs GFS
-23.4%
+11.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | +1.5% |
| 7D | -4.4% | -3.1% | -1.2% | -4.1% |
| 30D | -3.6% | -16.0% | +12.4% | -1.9% |
| 3M | -4.3% | -24.7% | +20.4% | -1.6% |
| 6M | +33.8% | -45.1% | +78.9% | +41.4% |
| YTD | +22.1% | +16.5% | +5.7% | +9.0% |
| 1Y | +47.4% | +19.3% | +28.1% | +30.7% |
| 3Y | -12.3% | -20.0% | +7.7% | -21.2% |
| All | -12.3% | -23.4% | +11.1% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling