+643.2%
GEV vs DXCM
-40.3%
+683.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.8% | +7.0% | +3.4% |
| 7D | +8.1% | -6.2% | +14.3% | +8.6% |
| 30D | -1.9% | -0.3% | -1.7% | -2.0% |
| 3M | +4.1% | +10.3% | -6.3% | +3.1% |
| 6M | +23.2% | +24.1% | -0.9% | +20.4% |
| YTD | +48.9% | +27.4% | +21.5% | +45.1% |
| 1Y | +62.2% | +8.4% | +53.8% | +60.4% |
| All | +643.2% | -40.3% | +683.5% | +656.1% |
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