+8.8%
DXCM vs GH
+169.0%
-160.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -3.2% | -0.1% | -3.2% | -3.2% |
| 30D | +6.3% | -1.1% | +7.4% | +6.3% |
| 3M | +21.1% | +21.3% | -0.2% | +16.7% |
| 6M | +20.6% | +73.5% | -52.9% | +9.2% |
| YTD | +32.4% | +58.0% | -25.6% | +20.9% |
| 1Y | +8.8% | +163.1% | -154.2% | -7.1% |
| All | +8.8% | +169.0% | -160.2% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling