+252.9%
DXCM vs GPC
+79.8%
+173.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -3.0% |
| 7D | -6.2% | +0.2% | -6.4% | -6.3% |
| 30D | -0.3% | -0.4% | +0.1% | -0.2% |
| 3M | +10.3% | +39.2% | -28.9% | +0.7% |
| 6M | +24.1% | +18.2% | +5.9% | +18.0% |
| YTD | +27.4% | +12.1% | +15.3% | +21.7% |
| 1Y | +8.4% | -0.7% | +9.0% | +7.1% |
| 3Y | -19.0% | -1.7% | -17.3% | -22.2% |
| 5Y | -38.6% | +29.3% | -67.9% | -45.5% |
| 10Y | +252.9% | +80.7% | +172.3% | +167.2% |
| All | +252.9% | +79.8% | +173.1% | +167.2% |
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