+423.1%
DXCM vs IAU
+209.6%
+213.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.8% |
| 7D | -4.4% | +4.9% | -9.2% | -5.0% |
| 30D | -3.6% | -1.4% | -2.2% | -3.5% |
| 3M | -4.3% | -4.8% | +0.4% | -3.8% |
| 6M | +33.8% | -12.5% | +46.2% | +36.3% |
| YTD | +22.1% | -4.2% | +26.3% | +22.8% |
| 1Y | +47.4% | +3.1% | +44.3% | +46.7% |
| 3Y | -12.3% | +110.0% | -122.3% | -23.8% |
| 5Y | -49.1% | +123.1% | -172.2% | -56.7% |
| 10Y | +423.1% | +216.7% | +206.4% | +325.6% |
| All | +423.1% | +209.6% | +213.5% | +325.6% |
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