+52.4%
GEV vs DXCM
+44.8%
+7.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.6% | -15.9% | -8.9% |
| 7D | -5.1% | +12.5% | -17.7% | -4.8% |
| 30D | -15.8% | +1.8% | -17.6% | -15.6% |
| 3M | -18.2% | +1.8% | -20.0% | -17.9% |
| 6M | -22.4% | +47.4% | -69.7% | -25.1% |
| YTD | +27.7% | +33.3% | -5.6% | +27.3% |
| 1Y | +52.4% | +44.6% | +7.7% | +54.7% |
| All | +52.4% | +44.8% | +7.5% | +54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling