-10.1%
DXCM vs GGLL
+188.6%
-198.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.4% | -7.4% | -6.2% |
| 7D | -3.5% | +3.1% | -6.6% | -3.9% |
| 30D | -5.8% | -36.3% | +30.5% | +0.3% |
| 3M | -4.3% | -40.4% | +36.0% | +2.6% |
| 6M | +31.6% | -54.6% | +86.2% | +45.7% |
| YTD | +19.6% | -31.1% | +50.8% | +22.6% |
| 1Y | +36.9% | -19.2% | +56.1% | +35.9% |
| 3Y | -16.3% | +151.5% | -167.8% | -36.7% |
| All | -10.1% | +188.6% | -198.8% | -35.2% |
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