-6.0%
DXCM vs GLXY
-32.0%
+26.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +13.2% | -12.6% | +0.2% |
| 7D | -9.2% | +14.3% | -23.5% | -9.5% |
| 30D | -6.5% | -19.6% | +13.1% | -5.9% |
| 3M | -10.3% | -20.7% | +10.4% | -10.0% |
| 6M | +35.4% | -49.6% | +85.0% | +38.7% |
| YTD | +21.1% | -28.6% | +49.6% | +19.8% |
| 1Y | +38.2% | -48.0% | +86.3% | +38.1% |
| All | -6.0% | -32.0% | +26.0% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling