-38.6%
DXCM vs SPYG
+84.3%
-122.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.4% |
| 7D | -6.2% | +1.2% | -7.4% | -7.2% |
| 30D | -0.3% | -1.6% | +1.3% | +1.0% |
| 3M | +10.3% | +3.4% | +7.0% | +6.5% |
| 6M | +24.1% | +18.9% | +5.2% | +4.8% |
| YTD | +27.4% | +13.8% | +13.6% | +11.9% |
| 1Y | +8.4% | +20.6% | -12.2% | -10.4% |
| 3Y | -19.0% | +100.5% | -119.5% | -61.5% |
| 5Y | -38.6% | +84.6% | -123.2% | -66.3% |
| All | -38.6% | +84.3% | -122.9% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling