+260.9%
DXCM vs SPYG
+412.5%
-151.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | -6.5% | +0.3% | -6.8% | -6.7% |
| 30D | -4.3% | -1.7% | -2.6% | -2.9% |
| 3M | +7.3% | +3.6% | +3.6% | +3.1% |
| 6M | +22.0% | +16.6% | +5.4% | +4.4% |
| YTD | +26.4% | +13.4% | +13.0% | +10.8% |
| 1Y | +7.0% | +19.6% | -12.6% | -11.3% |
| 3Y | -19.6% | +99.8% | -119.4% | -61.1% |
| 5Y | -39.3% | +85.0% | -124.2% | -67.9% |
| 10Y | +260.9% | +422.1% | -161.2% | -38.1% |
| All | +260.9% | +412.5% | -151.6% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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