+263.3%
DXCM vs GNRC
+433.2%
-169.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.3% | +1.3% |
| 7D | -5.8% | -0.7% | -5.1% | -5.7% |
| 30D | -5.6% | -15.8% | +10.2% | -2.1% |
| 3M | +13.0% | -24.0% | +37.0% | +18.4% |
| 6M | +24.7% | -13.8% | +38.4% | +25.0% |
| YTD | +27.3% | +33.2% | -5.9% | +13.6% |
| 1Y | +11.2% | -1.8% | +13.0% | +6.2% |
| 3Y | -19.0% | +57.7% | -76.7% | -35.2% |
| 5Y | -38.5% | -59.7% | +21.3% | -30.8% |
| All | +263.3% | +433.2% | -169.9% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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