-36.3%
DXCM vs GPC
+30.9%
-67.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -3.2% | +1.2% | -4.4% | -3.6% |
| 30D | +6.3% | +6.0% | +0.4% | +4.6% |
| 3M | +21.1% | +42.6% | -21.5% | +9.5% |
| 6M | +20.6% | +22.8% | -2.2% | +13.3% |
| YTD | +32.4% | +15.5% | +17.0% | +25.0% |
| 1Y | +8.8% | +2.0% | +6.8% | +6.8% |
| 3Y | -13.7% | -1.4% | -12.3% | -17.1% |
| All | -36.3% | +30.9% | -67.2% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling