+404.2%
DXCM vs GPC
+85.6%
+318.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.6% |
| 7D | -3.5% | +1.6% | -5.1% | -3.8% |
| 30D | -5.8% | -2.1% | -3.7% | -5.3% |
| 3M | -4.3% | -6.8% | +2.5% | -2.7% |
| 6M | +31.6% | +18.6% | +13.0% | +25.1% |
| YTD | +19.6% | +2.7% | +17.0% | +17.0% |
| 1Y | +36.9% | +1.8% | +35.1% | +34.1% |
| 3Y | -16.3% | +1.1% | -17.3% | -20.4% |
| 5Y | -50.0% | +4.1% | -54.1% | -53.0% |
| All | +404.2% | +85.6% | +318.6% | +266.0% |
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