-18.3%
DXCM vs SPYG
+93.9%
-112.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.4% |
| 7D | -9.2% | -1.5% | -7.7% | -8.4% |
| 30D | -6.5% | -7.2% | +0.7% | -2.6% |
| 3M | -10.3% | -4.6% | -5.6% | -8.1% |
| 6M | +35.4% | -1.2% | +36.6% | +35.1% |
| YTD | +21.1% | +9.3% | +11.8% | +12.8% |
| 1Y | +38.2% | +8.8% | +29.4% | +29.1% |
| All | -18.3% | +93.9% | -112.2% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling