+263.3%
DXCM vs GIS
-19.3%
+282.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.2% |
| 7D | -5.8% | -8.4% | +2.6% | -4.7% |
| 30D | -5.6% | -5.2% | -0.4% | -4.9% |
| 3M | +13.0% | +8.2% | +4.9% | +11.9% |
| 6M | +24.7% | -12.0% | +36.7% | +26.3% |
| YTD | +27.3% | -18.9% | +46.2% | +30.0% |
| 1Y | +11.2% | -23.6% | +34.8% | +14.3% |
| 3Y | -19.0% | -37.6% | +18.6% | -15.3% |
| 5Y | -38.5% | -25.2% | -13.3% | -37.2% |
| All | +263.3% | -19.3% | +282.6% | +283.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GIS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling