+154.0%
DXCM vs GH
+443.7%
-289.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -5.6% |
| 7D | -3.5% | -15.6% | +12.1% | +0.2% |
| 30D | -5.8% | -10.4% | +4.6% | -3.7% |
| 3M | -4.3% | -4.3% | -0.1% | -4.1% |
| 6M | +31.6% | +63.5% | -32.0% | +15.2% |
| YTD | +19.6% | +47.7% | -28.1% | +6.4% |
| 1Y | +36.9% | +56.7% | -19.9% | +19.7% |
| 3Y | -16.3% | +443.9% | -460.1% | -51.5% |
| 5Y | -50.0% | +36.9% | -86.9% | -62.0% |
| All | +154.0% | +443.7% | -289.7% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling