-7.1%
DXCM vs GLXY
-41.9%
+34.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.2% | -11.2% | -6.1% |
| 7D | -3.5% | -14.6% | +11.1% | -3.3% |
| 30D | -5.8% | -36.2% | +30.4% | -4.5% |
| 3M | -4.3% | -30.1% | +25.7% | -3.8% |
| 6M | +31.6% | -56.1% | +87.7% | +35.2% |
| YTD | +19.6% | -38.9% | +58.6% | +18.9% |
| 1Y | +36.9% | -55.0% | +91.9% | +37.3% |
| All | -7.1% | -41.9% | +34.8% | -11.8% |
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