-1.1%
DXCM vs GLXY
+15.1%
-16.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.7% | -6.6% | -4.0% |
| 7D | -6.2% | +15.5% | -21.7% | -6.9% |
| 30D | -0.3% | +34.1% | -34.4% | -1.9% |
| 3M | +10.3% | -11.3% | +21.7% | +11.0% |
| 6M | +24.1% | +31.6% | -7.5% | +20.8% |
| YTD | +27.4% | +21.0% | +6.4% | +23.5% |
| 1Y | +8.4% | +11.7% | -3.3% | +4.4% |
| All | -1.1% | +15.1% | -16.2% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GLXY 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling