-6.5%
DXCM vs GLXY
-40.0%
+33.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.3% | -1.3% |
| 7D | -3.7% | -16.2% | +12.5% | -3.3% |
| 30D | -5.0% | -30.6% | +25.6% | -4.0% |
| 3M | -8.8% | -27.7% | +18.9% | -8.3% |
| 6M | +31.9% | -53.3% | +85.2% | +35.1% |
| YTD | +20.4% | -36.9% | +57.3% | +19.6% |
| 1Y | +45.7% | -55.6% | +101.3% | +46.2% |
| All | -6.5% | -40.0% | +33.5% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling