+206.1%
GLD vs DXCM
+402.7%
-196.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.1% |
| 7D | -4.6% | +4.9% | -9.5% | -4.7% |
| 30D | -5.5% | -0.2% | -5.3% | -5.5% |
| 3M | -10.9% | -8.9% | -2.0% | -10.8% |
| 6M | -17.4% | +42.3% | -59.7% | -18.0% |
| YTD | -10.3% | +25.6% | -35.9% | -10.8% |
| 1Y | -7.2% | +39.5% | -46.7% | -7.8% |
| 3Y | +96.9% | -15.3% | +112.2% | +96.1% |
| 5Y | +103.8% | -48.4% | +152.2% | +103.6% |
| All | +206.1% | +402.7% | -196.6% | +201.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling