+2,894.9%
DXCM vs IAU
+881.3%
+2,013.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | +6.3% | +4.4% | +1.9% | +5.9% |
| 3M | +21.1% | -1.1% | +22.1% | +21.1% |
| 6M | +20.6% | -13.7% | +34.3% | +22.1% |
| YTD | +32.4% | +2.7% | +29.7% | +32.1% |
| 1Y | +8.8% | +24.6% | -15.8% | +6.7% |
| 3Y | -13.7% | +126.8% | -140.6% | -20.2% |
| 5Y | -35.2% | +139.5% | -174.7% | -40.5% |
| 10Y | +281.8% | +226.3% | +55.5% | +244.6% |
| All | +2,894.9% | +881.3% | +2,013.6% | +2,083.5% |
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