+2,623.0%
DXCM vs GIS
+191.2%
+2,431.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -3.7% | +1.5% | -5.2% | -4.1% |
| 30D | -5.0% | +9.2% | -14.2% | -8.0% |
| 3M | -8.8% | -5.4% | -3.4% | -7.4% |
| 6M | +31.9% | +3.4% | +28.4% | +29.5% |
| YTD | +20.4% | -20.5% | +40.9% | +28.7% |
| 1Y | +45.7% | -20.0% | +65.7% | +55.2% |
| 3Y | -15.0% | -38.6% | +23.6% | -2.7% |
| 5Y | -48.5% | -33.1% | -15.4% | -44.2% |
| 10Y | +411.2% | -16.4% | +427.7% | +369.8% |
| All | +2,623.0% | +191.2% | +2,431.8% | +1,100.1% |
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