+411.2%
DXCM vs GME
+483.4%
-72.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -3.7% | +4.8% | -8.5% | -3.8% |
| 30D | -5.0% | -4.3% | -0.7% | -4.9% |
| 3M | -8.8% | +35.3% | -44.2% | -9.3% |
| 6M | +31.9% | +4.7% | +27.1% | +31.7% |
| YTD | +20.4% | +26.6% | -6.2% | +19.8% |
| 1Y | +45.7% | +18.3% | +27.4% | +45.1% |
| 3Y | -15.0% | +102.8% | -117.8% | -18.1% |
| 5Y | -48.5% | -48.9% | +0.5% | -49.8% |
| 10Y | +411.2% | +480.5% | -69.2% | +275.3% |
| All | +411.2% | +483.4% | -72.2% | +275.3% |
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