+2,894.9%
DXCM vs GWW
+2,995.5%
-100.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.4% |
| 7D | -3.2% | +1.4% | -4.6% | -3.9% |
| 30D | +6.3% | +3.3% | +3.1% | +4.6% |
| 3M | +21.1% | +2.9% | +18.2% | +19.3% |
| 6M | +20.6% | +15.8% | +4.8% | +12.0% |
| YTD | +32.4% | +32.0% | +0.4% | +15.0% |
| 1Y | +8.8% | +29.9% | -21.1% | -5.1% |
| 3Y | -13.7% | +91.1% | -104.8% | -39.7% |
| 5Y | -35.2% | +223.9% | -259.1% | -65.8% |
| 10Y | +281.8% | +567.0% | -285.2% | +18.7% |
| All | +2,894.9% | +2,995.5% | -100.6% | +200.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling