+257.0%
DXCM vs GWRE
+131.0%
+126.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.0% |
| 7D | -5.5% | -13.2% | +7.7% | -0.5% |
| 30D | -8.6% | -18.6% | +10.0% | -2.7% |
| 3M | +10.3% | +18.9% | -8.6% | +0.5% |
| 6M | +25.2% | -11.0% | +36.2% | +24.5% |
| YTD | +25.1% | -29.9% | +55.0% | +35.7% |
| 1Y | +9.2% | -44.3% | +53.6% | +30.6% |
| 3Y | -22.6% | +51.7% | -74.3% | -47.1% |
| 5Y | -39.5% | +15.4% | -55.0% | -53.7% |
| All | +257.0% | +131.0% | +126.0% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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