+1.8%
GLD vs DXCM
+34.7%
-32.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | -0.2% |
| 7D | +4.7% | -3.5% | +8.2% | +5.0% |
| 30D | -0.9% | -5.8% | +4.9% | -0.4% |
| 3M | -4.4% | -4.3% | -0.1% | -4.1% |
| 6M | -13.6% | +31.6% | -45.1% | -18.4% |
| YTD | -6.0% | +19.6% | -25.7% | -8.4% |
| 1Y | +1.8% | +36.9% | -35.1% | -2.3% |
| All | +1.8% | +34.7% | -32.9% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling