-50.1%
DXCM vs GPC
+3.6%
-53.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +24.9% |
| YTD | +19.6% | +2.7% | +17.0% | +16.5% |
| 1Y | +36.9% | +1.8% | +35.1% | +33.6% |
| 3Y | -16.3% | +1.1% | -17.3% | -23.0% |
| All | -50.1% | +3.6% | -53.7% | -59.1% |
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