+271.4%
DXCM vs GLDM
+219.0%
+52.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.7% | +3.0% | +6.1% |
| 7D | +12.5% | -0.3% | +12.8% | +12.5% |
| 30D | +1.8% | -1.9% | +3.7% | +2.0% |
| 3M | +1.8% | -0.4% | +2.2% | +1.7% |
| 6M | +47.4% | -10.1% | +57.4% | +49.5% |
| YTD | +33.3% | -5.8% | +39.2% | +34.4% |
| 1Y | +44.6% | +3.1% | +41.5% | +44.0% |
| 3Y | -9.2% | +103.4% | -112.6% | -21.3% |
| 5Y | -43.8% | +125.5% | -169.3% | -52.8% |
| All | +271.4% | +219.0% | +52.4% | +241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling