+263.7%
DXCM vs GME
+237.5%
+26.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.8% |
| 7D | -6.2% | +0.4% | -6.6% | -6.2% |
| 30D | -0.3% | -1.4% | +1.1% | -0.2% |
| 3M | +10.3% | -15.1% | +25.5% | +10.6% |
| 6M | +24.1% | -22.5% | +46.6% | +24.7% |
| YTD | +27.4% | -5.9% | +33.3% | +27.4% |
| 1Y | +8.4% | -18.6% | +27.0% | +8.7% |
| 3Y | -19.0% | +6.7% | -25.7% | -21.2% |
| 5Y | -38.6% | -62.0% | +23.4% | -40.0% |
| All | +263.7% | +237.5% | +26.2% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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