+362.7%
GLW vs DXCM
-17.0%
+379.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.9% | +7.4% |
| 7D | +1.4% | -9.2% | +10.6% | +2.0% |
| 30D | -18.2% | -6.5% | -11.7% | -17.9% |
| 3M | -24.2% | -10.3% | -13.9% | -23.7% |
| 6M | -41.7% | +35.4% | -77.1% | -44.0% |
| YTD | +38.3% | +21.1% | +17.2% | +35.0% |
| 1Y | +38.2% | +38.2% | 0.0% | +33.2% |
| All | +362.7% | -17.0% | +379.7% | +334.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling