+2,894.9%
DXCM vs GME
+957.4%
+1,937.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.0% |
| 7D | -3.2% | +7.2% | -10.4% | -3.7% |
| 30D | +6.3% | +0.8% | +5.6% | +6.3% |
| 3M | +21.1% | -14.0% | +35.1% | +22.1% |
| 6M | +20.6% | -19.7% | +40.3% | +22.0% |
| YTD | +32.4% | -4.6% | +37.0% | +32.5% |
| 1Y | +8.8% | -14.3% | +23.2% | +9.5% |
| 3Y | -13.7% | +4.0% | -17.8% | -21.7% |
| 5Y | -35.2% | -62.2% | +27.0% | -39.3% |
| 10Y | +281.8% | +241.4% | +40.4% | +47.4% |
| All | +2,894.9% | +957.4% | +1,937.5% | +618.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling