+3,616.7%
DXCM vs GNRC
+2,087.1%
+1,529.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.6% |
| 7D | -3.2% | +1.9% | -5.1% | -3.7% |
| 30D | +6.3% | -13.8% | +20.2% | +9.8% |
| 3M | +21.1% | -32.6% | +53.7% | +30.9% |
| 6M | +20.6% | -15.2% | +35.8% | +21.8% |
| YTD | +32.4% | +37.4% | -4.9% | +17.6% |
| 1Y | +8.8% | +5.1% | +3.7% | +2.4% |
| 3Y | -13.7% | +57.5% | -71.3% | -30.3% |
| 5Y | -35.2% | -58.7% | +23.5% | -29.7% |
| 10Y | +281.8% | +395.5% | -113.7% | +107.4% |
| All | +3,616.7% | +2,087.1% | +1,529.6% | +1,032.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling