+861.4%
GLD vs DXCM
+2,810.6%
-1,949.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | -0.5% | -3.2% | +2.7% | -0.5% |
| 30D | +4.4% | +6.3% | -1.9% | +4.3% |
| 3M | -1.1% | +21.1% | -22.2% | -1.3% |
| 6M | -13.8% | +20.6% | -34.4% | -14.0% |
| YTD | +2.6% | +32.4% | -29.8% | +2.3% |
| 1Y | +24.5% | +8.8% | +15.7% | +24.3% |
| 3Y | +125.8% | -13.7% | +139.6% | +125.2% |
| 5Y | +137.8% | -35.2% | +173.0% | +137.3% |
| 10Y | +221.4% | +281.8% | -60.4% | +215.7% |
| All | +861.4% | +2,810.6% | -1,949.2% | +836.9% |
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