-12.4%
DXCM vs GLDM
+128.8%
-141.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | +6.3% | +4.4% | +1.9% | +5.9% |
| 3M | +21.1% | -1.1% | +22.2% | +21.6% |
| 6M | +20.6% | -13.7% | +34.2% | +23.3% |
| YTD | +32.4% | +2.8% | +29.7% | +33.5% |
| 1Y | +8.8% | +24.8% | -16.0% | +8.9% |
| All | -12.4% | +128.8% | -141.2% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling