+2,780.1%
DXCM vs GPN
+505.1%
+2,274.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.5% | -2.2% |
| 7D | -6.2% | -0.7% | -5.5% | -5.9% |
| 30D | -0.3% | +3.8% | -4.1% | -2.3% |
| 3M | +10.3% | +39.2% | -28.8% | -7.4% |
| 6M | +24.1% | +17.9% | +6.2% | +12.3% |
| YTD | +27.4% | +16.4% | +11.0% | +14.5% |
| 1Y | +8.4% | +3.6% | +4.7% | +2.7% |
| 3Y | -19.0% | -26.7% | +7.7% | -13.6% |
| 5Y | -38.6% | -44.8% | +6.2% | -26.7% |
| 10Y | +252.9% | +24.1% | +228.8% | +148.0% |
| All | +2,780.1% | +505.1% | +2,274.9% | +759.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling