-38.5%
DXCM vs GNRC
-58.7%
+20.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.3% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | -8.6% | -15.7% | +7.2% | -5.8% |
| 3M | +10.3% | -27.3% | +37.7% | +15.7% |
| 6M | +25.2% | -12.1% | +37.3% | +24.7% |
| YTD | +25.1% | +37.1% | -12.0% | +12.4% |
| 1Y | +9.2% | -0.5% | +9.7% | +4.6% |
| 3Y | -22.6% | +61.5% | -84.1% | -37.3% |
| All | -38.5% | -58.7% | +20.2% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling