+38.2%
DXCM vs GIS
-21.5%
+59.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.8% |
| 7D | -9.2% | -4.6% | -4.6% | -8.3% |
| 30D | -6.5% | +6.6% | -13.1% | -7.3% |
| 3M | -10.3% | -8.1% | -2.2% | -8.8% |
| 6M | +35.4% | +4.9% | +30.5% | +36.5% |
| YTD | +21.1% | -21.4% | +42.4% | +16.9% |
| 1Y | +38.2% | -21.6% | +59.8% | +33.8% |
| All | +38.2% | -21.5% | +59.8% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling