-49.1%
DXCM vs GFS
-31.0%
-18.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | +1.2% |
| 7D | -4.4% | -3.1% | -1.2% | -4.0% |
| 30D | -3.6% | -16.0% | +12.4% | -0.8% |
| 3M | -4.3% | -24.7% | +20.4% | +0.1% |
| 6M | +33.8% | -45.1% | +78.9% | +46.1% |
| YTD | +22.1% | +16.5% | +5.7% | +8.0% |
| 1Y | +47.4% | +19.3% | +28.1% | +29.4% |
| 3Y | -12.3% | -20.0% | +7.7% | -18.7% |
| 5Y | -49.1% | -32.0% | -17.1% | -55.4% |
| All | -49.1% | -31.0% | -18.1% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling