+233.3%
DXCM vs GLDM
+219.1%
+14.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.8% | -5.2% | -5.9% |
| 7D | -3.5% | +4.7% | -8.2% | -4.1% |
| 30D | -5.8% | -0.9% | -4.9% | -5.7% |
| 3M | -4.3% | -4.3% | 0.0% | -3.9% |
| 6M | +31.6% | -13.4% | +45.0% | +34.3% |
| YTD | +19.6% | -5.8% | +25.5% | +20.6% |
| 1Y | +36.9% | +2.1% | +34.8% | +36.5% |
| 3Y | -16.3% | +105.0% | -121.3% | -27.6% |
| 5Y | -50.0% | +122.5% | -172.5% | -57.9% |
| All | +233.3% | +219.1% | +14.2% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling