+620.7%
GEV vs DXCM
-37.9%
+658.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | +3.3% | -3.2% | +6.5% | +3.6% |
| 30D | -7.5% | +6.3% | -13.8% | -8.0% |
| 3M | -2.2% | +21.1% | -23.3% | -3.9% |
| 6M | +12.1% | +20.6% | -8.5% | +10.0% |
| YTD | +44.4% | +32.4% | +12.0% | +40.3% |
| 1Y | +57.7% | +8.8% | +48.8% | +56.1% |
| All | +620.7% | -37.9% | +658.6% | +631.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling