+162.4%
GE vs DXCM
+421.6%
-259.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.6% |
| 7D | +6.3% | -4.4% | +10.6% | +6.7% |
| 30D | +8.9% | -3.6% | +12.5% | +9.2% |
| 3M | -9.2% | -4.3% | -4.9% | -8.9% |
| 6M | +13.2% | +33.8% | -20.5% | +9.1% |
| YTD | +9.4% | +22.1% | -12.8% | +6.4% |
| 1Y | +9.8% | +47.4% | -37.6% | +4.5% |
| 3Y | +278.2% | -12.3% | +290.4% | +268.7% |
| 5Y | +396.0% | -49.1% | +445.1% | +397.2% |
| 10Y | +162.4% | +423.1% | -260.8% | +119.2% |
| All | +162.4% | +421.6% | -259.2% | +119.2% |
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