-42.3%
DXCM vs GTLB
-50.5%
+8.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -3.7% | -10.9% | +7.2% | -1.5% |
| 30D | -5.0% | -15.3% | +10.3% | -2.1% |
| 3M | -8.8% | +14.6% | -23.4% | -11.7% |
| 6M | +31.9% | +79.6% | -47.7% | +16.3% |
| YTD | +20.4% | +24.3% | -3.9% | +12.6% |
| 1Y | +45.7% | +1.0% | +44.7% | +41.6% |
| 3Y | -15.0% | +4.6% | -19.6% | -22.9% |
| 5Y | -48.5% | -63.7% | +15.3% | -49.5% |
| All | -42.3% | -50.5% | +8.1% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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