+260.9%
DXCM vs GRMN
+628.0%
-367.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.2% |
| 7D | -6.5% | -1.4% | -5.1% | -5.9% |
| 30D | -4.3% | -13.1% | +8.8% | +1.8% |
| 3M | +7.3% | +14.9% | -7.7% | -0.3% |
| 6M | +22.0% | +13.1% | +8.9% | +13.8% |
| YTD | +26.4% | +35.3% | -8.9% | +7.9% |
| 1Y | +7.0% | +16.0% | -9.0% | -2.4% |
| 3Y | -19.6% | +179.6% | -199.2% | -57.0% |
| 5Y | -39.3% | +75.0% | -114.3% | -59.1% |
| 10Y | +260.9% | +644.1% | -383.2% | +3.4% |
| All | +260.9% | +628.0% | -367.1% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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