-16.3%
DXCM vs GLDM
+104.2%
-120.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.8% | -5.2% | -5.9% |
| 7D | -3.5% | +4.7% | -8.2% | -3.9% |
| 30D | -5.8% | -0.9% | -4.9% | -5.8% |
| 3M | -4.3% | -4.3% | 0.0% | -4.1% |
| 6M | +31.6% | -13.4% | +45.0% | +33.8% |
| YTD | +19.6% | -5.8% | +25.5% | +21.6% |
| 1Y | +36.9% | +2.1% | +34.8% | +38.8% |
| 3Y | -16.3% | +105.0% | -121.3% | -30.4% |
| All | -16.3% | +104.2% | -120.5% | -30.4% |
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