+11.2%
DXCM vs GH
+172.3%
-161.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.0% |
| 7D | -5.8% | -1.2% | -4.5% | -5.7% |
| 30D | -5.6% | -3.7% | -1.9% | -5.2% |
| 3M | +13.0% | +21.7% | -8.6% | +9.0% |
| 6M | +24.7% | +75.7% | -51.1% | +13.1% |
| YTD | +27.3% | +55.7% | -28.4% | +16.7% |
| 1Y | +11.2% | +181.1% | -169.9% | -5.6% |
| All | +11.2% | +172.3% | -161.1% | -5.6% |
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