+254.5%
DXCM vs GLDM
+221.7%
+32.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.4% | -4.7% |
| 7D | +5.7% | +1.9% | +3.8% | +5.3% |
| 30D | +1.3% | -1.7% | +3.0% | +1.5% |
| 3M | +2.2% | -3.5% | +5.7% | +2.6% |
| 6M | +42.0% | -10.1% | +52.1% | +44.1% |
| YTD | +27.3% | -5.0% | +32.3% | +28.1% |
| 1Y | +42.5% | +2.8% | +39.7% | +41.9% |
| 3Y | -13.3% | +105.1% | -118.5% | -25.0% |
| 5Y | -46.8% | +124.3% | -171.1% | -55.3% |
| All | +254.5% | +221.7% | +32.8% | +225.9% |
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