+2,605.6%
DXCM vs IAU
+798.8%
+1,806.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.8% | -5.2% | -5.9% |
| 7D | -3.5% | +4.7% | -8.2% | -3.9% |
| 30D | -5.8% | -0.9% | -4.9% | -5.7% |
| 3M | -4.3% | -4.4% | 0.0% | -4.0% |
| 6M | +31.6% | -13.5% | +45.1% | +33.2% |
| YTD | +19.6% | -5.9% | +25.5% | +20.2% |
| 1Y | +36.9% | +1.9% | +35.0% | +36.6% |
| 3Y | -16.3% | +104.1% | -120.3% | -21.8% |
| 5Y | -50.0% | +121.0% | -171.0% | -53.8% |
| 10Y | +413.2% | +204.1% | +209.1% | +366.2% |
| All | +2,605.6% | +798.8% | +1,806.8% | +1,887.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling