-49.6%
DXCM vs GPC
+4.8%
-54.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -3.6% | -1.3% | -2.3% | -3.3% |
| 30D | -4.3% | -6.0% | +1.7% | -2.7% |
| 3M | -10.4% | -7.6% | -2.7% | -8.6% |
| 6M | +33.1% | +24.2% | +8.9% | +24.8% |
| YTD | +22.6% | +2.7% | +19.9% | +19.4% |
| 1Y | +36.5% | +0.2% | +36.4% | +33.9% |
| 3Y | -13.5% | -0.8% | -12.7% | -19.5% |
| 5Y | -49.6% | +4.4% | -54.1% | -58.6% |
| All | -49.6% | +4.8% | -54.5% | -58.6% |
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