+36.5%
DXCM vs GME
+19.4%
+17.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -3.6% | +6.0% | -9.6% | -4.3% |
| 30D | -4.3% | -5.9% | +1.6% | -3.8% |
| 3M | -10.4% | +38.2% | -48.6% | -12.2% |
| 6M | +33.1% | +14.5% | +18.6% | +32.2% |
| YTD | +22.6% | +27.6% | -5.0% | +21.7% |
| 1Y | +36.5% | +19.9% | +16.6% | +35.8% |
| All | +36.5% | +19.4% | +17.2% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling