+36.5%
DXCM vs GLDM
-6.3%
+42.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.8% |
| 7D | -3.6% | -5.5% | +1.9% | -2.6% |
| 30D | -4.3% | -7.0% | +2.7% | -3.2% |
| 3M | -10.4% | -12.3% | +1.9% | -8.6% |
| 6M | +33.1% | -17.9% | +51.0% | +39.1% |
| YTD | +22.6% | -10.3% | +32.9% | +19.9% |
| 1Y | +36.5% | -7.8% | +44.3% | +26.7% |
| All | +36.5% | -6.3% | +42.9% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling