+423.1%
DXCM vs GPC
+93.7%
+329.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.5% |
| 7D | -4.4% | +0.8% | -5.2% | -4.5% |
| 30D | -3.6% | -1.1% | -2.5% | -3.4% |
| 3M | -4.3% | -6.6% | +2.3% | -2.8% |
| 6M | +33.8% | +22.2% | +11.5% | +26.2% |
| YTD | +22.1% | +5.1% | +17.1% | +18.7% |
| 1Y | +47.4% | +2.8% | +44.6% | +44.1% |
| 3Y | -12.3% | +2.4% | -14.6% | -16.8% |
| 5Y | -49.1% | +7.8% | -56.9% | -52.6% |
| 10Y | +423.1% | +87.2% | +335.9% | +301.2% |
| All | +423.1% | +93.7% | +329.4% | +301.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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