+268.9%
DXCM vs GLDM
+248.1%
+20.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | +6.3% | +4.4% | +1.9% | +5.6% |
| 3M | +21.1% | -1.1% | +22.2% | +21.3% |
| 6M | +20.6% | -13.7% | +34.2% | +23.5% |
| YTD | +32.4% | +2.8% | +29.7% | +32.0% |
| 1Y | +8.8% | +24.8% | -16.0% | +5.4% |
| 3Y | -13.7% | +127.8% | -141.5% | -26.5% |
| 5Y | -35.2% | +141.1% | -176.3% | -46.0% |
| All | +268.9% | +248.1% | +20.8% | +235.7% |
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 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