-12.3%
DXCM vs GRMN
+163.9%
-176.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.5% |
| 7D | -4.4% | +6.4% | -10.7% | -5.8% |
| 30D | -3.6% | +8.7% | -12.3% | -5.7% |
| 3M | -4.3% | -5.8% | +1.4% | -3.1% |
| 6M | +33.8% | +22.5% | +11.2% | +26.0% |
| YTD | +22.1% | +45.6% | -23.5% | +9.8% |
| 1Y | +47.4% | +47.5% | -0.1% | +32.1% |
| 3Y | -12.3% | +166.2% | -178.5% | -25.8% |
| All | -12.3% | +163.9% | -176.1% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling