+411.8%
GE vs DXCM
-48.7%
+460.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | 0.0% |
| 7D | +2.7% | +4.9% | -2.3% | +2.0% |
| 30D | +8.1% | -0.2% | +8.2% | +8.0% |
| 3M | -7.9% | -8.9% | +1.1% | -6.9% |
| 6M | +12.9% | +42.3% | -29.4% | +6.7% |
| YTD | +8.2% | +25.6% | -17.4% | +3.9% |
| 1Y | +9.7% | +39.5% | -29.9% | +3.8% |
| 3Y | +266.1% | -15.3% | +281.4% | +253.2% |
| All | +411.8% | -48.7% | +460.5% | +414.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling