-47.7%
DXCM vs GWW
+214.5%
-262.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | -4.4% | +5.3% | -9.6% | -6.2% |
| 30D | -3.6% | +12.4% | -16.0% | -8.0% |
| 3M | -4.3% | +13.7% | -18.1% | -9.2% |
| 6M | +33.8% | +18.0% | +15.7% | +25.1% |
| YTD | +22.1% | +44.6% | -22.4% | +5.0% |
| 1Y | +47.4% | +53.1% | -5.7% | +23.7% |
| 3Y | -12.3% | +90.2% | -102.5% | -35.4% |
| All | -47.7% | +214.5% | -262.2% | -73.1% |
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