+263.3%
DXCM vs GPN
+28.6%
+234.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | 0.0% |
| 7D | -5.8% | -3.5% | -2.3% | -4.3% |
| 30D | -5.6% | +3.1% | -8.7% | -7.1% |
| 3M | +13.0% | +42.3% | -29.3% | -4.2% |
| 6M | +24.7% | +20.9% | +3.8% | +12.9% |
| YTD | +27.3% | +15.2% | +12.1% | +16.6% |
| 1Y | +11.2% | +5.4% | +5.8% | +5.5% |
| 3Y | -19.0% | -27.4% | +8.4% | -12.8% |
| 5Y | -38.5% | -44.2% | +5.7% | -26.8% |
| All | +263.3% | +28.6% | +234.8% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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