+384.5%
DXCM vs GPC
+74.9%
+309.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +4.9% | +0.4% | +4.5% | +4.8% |
| 30D | -0.2% | -6.3% | +6.1% | +1.5% |
| 3M | -8.9% | -8.2% | -0.7% | -7.0% |
| 6M | +42.3% | +27.1% | +15.2% | +32.9% |
| YTD | +25.6% | +3.1% | +22.4% | +22.6% |
| 1Y | +39.5% | +0.1% | +39.5% | +37.4% |
| 3Y | -15.3% | +0.2% | -15.5% | -19.2% |
| 5Y | -48.4% | +4.9% | -53.3% | -51.6% |
| All | +384.5% | +74.9% | +309.7% | +283.9% |
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