+627.7%
GEV vs DXCM
-40.7%
+668.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | +3.2% | -6.5% | +9.6% | +3.7% |
| 30D | -4.0% | -4.3% | +0.3% | -3.7% |
| 3M | +3.4% | +7.3% | -3.9% | +2.7% |
| 6M | +14.7% | +22.0% | -7.3% | +12.3% |
| YTD | +45.8% | +26.4% | +19.4% | +42.2% |
| 1Y | +57.4% | +7.0% | +50.4% | +55.8% |
| All | +627.7% | -40.7% | +668.4% | +640.7% |
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 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