+2,894.9%
DXCM vs GIS
+216.2%
+2,678.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.1% |
| 7D | -3.2% | -7.8% | +4.6% | -0.4% |
| 30D | +6.3% | +6.6% | -0.2% | +3.8% |
| 3M | +21.1% | +21.0% | +0.1% | +12.8% |
| 6M | +20.6% | -9.1% | +29.6% | +24.0% |
| YTD | +32.4% | -13.6% | +46.1% | +37.9% |
| 1Y | +8.8% | -18.0% | +26.9% | +15.1% |
| 3Y | -13.7% | -33.7% | +19.9% | -3.7% |
| 5Y | -35.2% | -19.4% | -15.7% | -34.9% |
| 10Y | +281.8% | -21.3% | +303.1% | +276.4% |
| All | +2,894.9% | +216.2% | +2,678.6% | +1,185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling