-19.0%
DXCM vs GH
+355.8%
-374.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.6% | -3.8% |
| 7D | -6.2% | -2.1% | -4.1% | -6.0% |
| 30D | -0.3% | -4.5% | +4.2% | +0.2% |
| 3M | +10.3% | +28.9% | -18.6% | +6.1% |
| 6M | +24.1% | +76.5% | -52.4% | +13.9% |
| YTD | +27.4% | +57.6% | -30.2% | +18.3% |
| 1Y | +8.4% | +167.5% | -159.2% | -6.4% |
| 3Y | -19.0% | +377.4% | -396.4% | -29.0% |
| All | -19.0% | +355.8% | -374.8% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling