+2,637.6%
DXCM vs GIS
+187.9%
+2,449.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.9% |
| 7D | -9.2% | -4.6% | -4.6% | -7.7% |
| 30D | -6.5% | +6.6% | -13.1% | -8.7% |
| 3M | -10.3% | -8.1% | -2.2% | -7.9% |
| 6M | +35.4% | +4.9% | +30.5% | +32.3% |
| YTD | +21.1% | -21.4% | +42.4% | +30.0% |
| 1Y | +38.2% | -21.6% | +59.8% | +48.3% |
| 3Y | -14.6% | -39.3% | +24.7% | -1.8% |
| 5Y | -49.6% | -33.2% | -16.4% | -45.4% |
| 10Y | +393.1% | -17.3% | +410.4% | +354.7% |
| All | +2,637.6% | +187.9% | +2,449.7% | +1,111.3% |
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