+241.6%
DXCM vs GLDM
+204.0%
+37.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.7% |
| 7D | -3.6% | -5.5% | +1.9% | -2.8% |
| 30D | -4.3% | -7.0% | +2.7% | -3.3% |
| 3M | -10.4% | -12.3% | +1.9% | -8.8% |
| 6M | +33.1% | -17.9% | +51.0% | +37.0% |
| YTD | +22.6% | -10.3% | +32.9% | +24.5% |
| 1Y | +36.5% | -7.8% | +44.3% | +38.1% |
| 3Y | -13.5% | +99.5% | -112.9% | -24.9% |
| 5Y | -49.6% | +106.5% | -156.1% | -57.1% |
| All | +241.6% | +204.0% | +37.6% | +216.7% |
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