+181.1%
DXCM vs GH
+481.7%
-300.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -3.2% | -0.1% | -3.2% | -3.2% |
| 30D | +6.3% | -1.1% | +7.4% | +6.4% |
| 3M | +21.1% | +21.3% | -0.2% | +14.7% |
| 6M | +20.6% | +73.5% | -52.9% | +4.2% |
| YTD | +32.4% | +58.0% | -25.6% | +16.5% |
| 1Y | +8.8% | +163.1% | -154.2% | -16.4% |
| 3Y | -13.7% | +361.0% | -374.8% | -47.4% |
| 5Y | -35.2% | +22.5% | -57.7% | -49.2% |
| All | +181.1% | +481.7% | -300.5% | +45.6% |
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 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