-19.0%
DXCM vs SPYG
+100.8%
-119.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.5% |
| 7D | -6.2% | +1.2% | -7.4% | -6.9% |
| 30D | -0.3% | -1.6% | +1.3% | +0.6% |
| 3M | +10.3% | +3.4% | +7.0% | +7.8% |
| 6M | +24.1% | +18.9% | +5.2% | +10.2% |
| YTD | +27.4% | +13.8% | +13.6% | +16.3% |
| 1Y | +8.4% | +20.6% | -12.2% | -5.1% |
| 3Y | -19.0% | +100.5% | -119.5% | -50.5% |
| All | -19.0% | +100.8% | -119.8% | -50.5% |
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