+152.0%
GE vs DXCM
+253.0%
-101.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.8% |
| 7D | -1.2% | -6.5% | +5.2% | -0.5% |
| 30D | -11.3% | -4.3% | -7.0% | -10.9% |
| 3M | -1.4% | +7.3% | -8.7% | -2.4% |
| 6M | +1.2% | +22.0% | -20.8% | -1.4% |
| YTD | +5.9% | +26.4% | -20.5% | +2.7% |
| 1Y | +18.4% | +7.0% | +11.4% | +16.5% |
| 3Y | +271.0% | -19.6% | +290.6% | +264.8% |
| 5Y | +417.9% | -39.3% | +457.2% | +411.4% |
| 10Y | +152.0% | +260.9% | -109.0% | +114.8% |
| All | +152.0% | +253.0% | -101.1% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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