+373.3%
DXCM vs GME
+470.0%
-96.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -3.6% | +6.0% | -9.6% | -3.7% |
| 30D | -4.3% | -5.9% | +1.6% | -4.2% |
| 3M | -10.4% | +38.2% | -48.6% | -10.9% |
| 6M | +33.1% | +14.5% | +18.6% | +32.7% |
| YTD | +22.6% | +27.6% | -5.0% | +22.0% |
| 1Y | +36.5% | +19.9% | +16.6% | +35.9% |
| 3Y | -13.5% | +104.3% | -117.8% | -16.5% |
| 5Y | -49.6% | -49.3% | -0.4% | -51.0% |
| All | +373.3% | +470.0% | -96.7% | +254.6% |
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