+123.2%
GLW vs DXCM
+11.0%
+112.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +5.7% |
| 7D | +3.8% | -3.2% | +7.0% | +3.7% |
| 30D | -1.3% | +6.3% | -7.7% | -1.5% |
| 3M | -21.8% | +21.1% | -42.9% | -21.5% |
| 6M | +6.9% | +20.6% | -13.7% | +8.7% |
| YTD | +77.2% | +32.4% | +44.7% | +77.6% |
| 1Y | +123.2% | +8.8% | +114.4% | +123.4% |
| All | +123.2% | +11.0% | +112.3% | +123.4% |
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