-21.2%
DXCM vs GWRE
+49.2%
-70.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -5.8% | -30.9% | +25.1% | +0.5% |
| 30D | -5.6% | -20.7% | +15.1% | -2.1% |
| 3M | +13.0% | +20.2% | -7.1% | +8.4% |
| 6M | +24.7% | -11.9% | +36.5% | +24.9% |
| YTD | +27.3% | -30.3% | +57.6% | +33.3% |
| 1Y | +11.2% | -44.6% | +55.8% | +22.2% |
| All | -21.2% | +49.2% | -70.4% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling