-22.6%
DXCM vs GNRC
+61.6%
-84.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.0% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | -8.6% | -15.7% | +7.2% | -7.1% |
| 3M | +10.3% | -27.3% | +37.7% | +13.1% |
| 6M | +25.2% | -12.1% | +37.3% | +23.6% |
| YTD | +25.1% | +37.1% | -12.0% | +14.6% |
| 1Y | +9.2% | -0.5% | +9.7% | +5.0% |
| 3Y | -22.6% | +61.5% | -84.1% | -41.2% |
| All | -22.6% | +61.6% | -84.2% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling