-39.5%
DXCM vs GTLB
-50.8%
+11.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.4% |
| 7D | -6.5% | -6.6% | +0.1% | -5.2% |
| 30D | -4.3% | +13.7% | -18.1% | -6.9% |
| 3M | +7.3% | +52.9% | -45.6% | -1.8% |
| 6M | +22.0% | +88.5% | -66.5% | +6.2% |
| YTD | +26.4% | +23.4% | +2.9% | +18.7% |
| 1Y | +7.0% | -3.8% | +10.8% | +4.8% |
| 3Y | -19.6% | -11.5% | -8.1% | -24.4% |
| All | -39.5% | -50.8% | +11.4% | -42.0% |
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