+837.6%
GLW vs DXCM
+256.6%
+581.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.8% | +11.4% | +8.1% |
| 7D | +14.0% | -6.2% | +20.2% | +15.0% |
| 30D | +0.4% | -0.3% | +0.6% | +0.2% |
| 3M | -11.3% | +10.3% | -21.7% | -13.1% |
| 6M | +35.1% | +24.1% | +10.9% | +29.6% |
| YTD | +90.5% | +27.4% | +63.2% | +82.1% |
| 1Y | +132.0% | +8.4% | +123.7% | +126.3% |
| 3Y | +463.3% | -19.0% | +482.3% | +448.5% |
| 5Y | +382.5% | -38.6% | +421.1% | +374.8% |
| 10Y | +837.6% | +252.9% | +584.7% | +665.8% |
| All | +837.6% | +256.6% | +581.0% | +665.8% |
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 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