+526.6%
GEV vs DXCM
-42.5%
+569.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +6.2% | -3.6% | +9.9% | +6.5% |
| 30D | -18.4% | -4.3% | -14.1% | -18.3% |
| 3M | -21.2% | -10.4% | -10.9% | -20.7% |
| 6M | -23.6% | +33.1% | -56.7% | -26.0% |
| YTD | +25.5% | +22.6% | +2.9% | +22.5% |
| 1Y | +42.6% | +36.5% | +6.1% | +37.9% |
| All | +526.6% | -42.5% | +569.1% | +538.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling