+47.4%
DXCM vs GLDM
-11.0%
+58.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.7% | +3.0% | +6.6% |
| 7D | +12.5% | -0.3% | +12.8% | +12.1% |
| 30D | +1.8% | -1.9% | +3.7% | +1.3% |
| 3M | +1.8% | -0.4% | +2.2% | +2.6% |
| 6M | +47.4% | -10.1% | +57.4% | +52.7% |
| All | +47.4% | -11.0% | +58.3% | +52.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling