-19.0%
DXCM vs GIS
-33.5%
+14.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.3% | -3.8% |
| 7D | -6.2% | -8.3% | +2.1% | -5.9% |
| 30D | -0.3% | +2.2% | -2.4% | -0.3% |
| 3M | +10.3% | +15.7% | -5.4% | +10.6% |
| 6M | +24.1% | -12.0% | +36.1% | +21.8% |
| YTD | +27.4% | -15.0% | +42.3% | +24.9% |
| 1Y | +8.4% | -20.1% | +28.5% | +6.0% |
| 3Y | -19.0% | -34.6% | +15.6% | -25.2% |
| All | -19.0% | -33.5% | +14.5% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling