-38.4%
DXCM vs GFS
-3.7%
-34.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.3% |
| 7D | -3.2% | +1.0% | -4.2% | -3.4% |
| 30D | +6.3% | -8.6% | +14.9% | +7.9% |
| 3M | +21.1% | -46.5% | +67.6% | +36.1% |
| 6M | +20.6% | -4.8% | +25.4% | +15.4% |
| YTD | +32.4% | +29.7% | +2.8% | +15.8% |
| 1Y | +8.8% | +35.8% | -27.0% | -6.4% |
| 3Y | -13.7% | -18.3% | +4.6% | -19.0% |
| All | -38.4% | -3.7% | -34.7% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling