+211.8%
GLD vs DXCM
+412.4%
-200.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.1% |
| 7D | -2.0% | -9.2% | +7.2% | -1.8% |
| 30D | -4.4% | -6.5% | +2.0% | -4.3% |
| 3M | -8.9% | -10.3% | +1.3% | -8.8% |
| 6M | -16.0% | +35.4% | -51.4% | -16.5% |
| YTD | -7.9% | +21.1% | -28.9% | -8.3% |
| 1Y | -3.9% | +38.2% | -42.1% | -4.4% |
| 3Y | +103.4% | -14.6% | +118.0% | +102.6% |
| 5Y | +109.7% | -49.6% | +159.3% | +109.6% |
| 10Y | +211.8% | +393.1% | -181.3% | +208.2% |
| All | +211.8% | +412.4% | -200.6% | +208.2% |
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