+168.3%
DXCM vs GH
+486.6%
-318.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | -6.5% | -0.2% | -6.3% | -6.4% |
| 30D | -4.3% | -2.6% | -1.7% | -3.9% |
| 3M | +7.3% | +25.1% | -17.8% | +1.0% |
| 6M | +22.0% | +78.5% | -56.5% | +4.8% |
| YTD | +26.4% | +59.4% | -33.0% | +11.0% |
| 1Y | +7.0% | +173.9% | -166.9% | -18.6% |
| 3Y | -19.6% | +382.7% | -402.4% | -51.5% |
| 5Y | -39.3% | +24.4% | -63.7% | -52.6% |
| All | +168.3% | +486.6% | -318.3% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling