+40.6%
GLW vs DXCM
+44.8%
-4.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.6% | -12.5% | -5.0% |
| 7D | -9.5% | +12.5% | -22.0% | -8.2% |
| 30D | -25.5% | +1.8% | -27.3% | -25.1% |
| 3M | -25.6% | +1.8% | -27.3% | -25.1% |
| 6M | -25.5% | +47.4% | -72.9% | -28.0% |
| YTD | +36.4% | +33.3% | +3.0% | +39.1% |
| 1Y | +40.6% | +44.6% | -4.0% | +41.8% |
| All | +40.6% | +44.8% | -4.2% | +41.8% |
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