+252.9%
DXCM vs IAU
+216.4%
+36.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.6% |
| 7D | -6.2% | +0.7% | -7.0% | -6.3% |
| 30D | -0.3% | +0.3% | -0.6% | -0.3% |
| 3M | +10.3% | +0.7% | +9.6% | +10.2% |
| 6M | +24.1% | -15.5% | +39.6% | +27.4% |
| YTD | +27.4% | +1.0% | +26.4% | +27.2% |
| 1Y | +8.4% | +19.6% | -11.2% | +5.6% |
| 3Y | -19.0% | +125.4% | -144.4% | -30.2% |
| 5Y | -38.6% | +140.7% | -179.3% | -48.2% |
| 10Y | +252.9% | +218.1% | +34.8% | +200.9% |
| All | +252.9% | +216.4% | +36.5% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling