-8.3%
DXCM vs GGLL
+195.8%
-204.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.7% |
| 7D | -4.4% | +6.3% | -10.7% | -5.2% |
| 30D | -3.6% | -35.1% | +31.5% | +2.3% |
| 3M | -4.3% | -37.7% | +33.3% | +1.9% |
| 6M | +33.8% | -54.1% | +87.9% | +47.9% |
| YTD | +22.1% | -29.4% | +51.6% | +24.7% |
| 1Y | +47.4% | -13.4% | +60.8% | +44.7% |
| 3Y | -12.3% | +158.3% | -170.6% | -33.9% |
| All | -8.3% | +195.8% | -204.1% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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