-38.6%
DXCM vs GWW
+222.6%
-261.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.2% | -2.7% |
| 7D | -6.2% | -1.5% | -4.7% | -5.6% |
| 30D | -0.3% | +1.1% | -1.4% | -0.7% |
| 3M | +10.3% | -1.0% | +11.3% | +10.8% |
| 6M | +24.1% | +16.3% | +7.8% | +16.3% |
| YTD | +27.4% | +28.5% | -1.1% | +14.2% |
| 1Y | +8.4% | +30.3% | -21.9% | -3.6% |
| 3Y | -19.0% | +91.6% | -110.6% | -42.6% |
| 5Y | -38.6% | +224.0% | -262.6% | -71.4% |
| All | -38.6% | +222.6% | -261.2% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling