-13.8%
DXCM vs GWW
+89.5%
-103.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | -4.4% | +5.3% | -9.6% | -5.8% |
| 30D | -3.6% | +12.4% | -16.0% | -7.0% |
| 3M | -4.3% | +13.7% | -18.1% | -8.0% |
| 6M | +33.8% | +18.0% | +15.7% | +27.3% |
| YTD | +22.1% | +44.6% | -22.4% | +9.7% |
| 1Y | +47.4% | +53.1% | -5.7% | +30.3% |
| All | -13.8% | +89.5% | -103.3% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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