+307.7%
GLW vs DXCM
-18.8%
+326.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.0% | +8.6% | +3.0% |
| 7D | -13.9% | -3.5% | -10.4% | -13.7% |
| 30D | -35.0% | -5.8% | -29.2% | -34.8% |
| 3M | -32.4% | -4.3% | -28.0% | -32.3% |
| 6M | -41.3% | +31.6% | -72.9% | -43.5% |
| YTD | +21.8% | +19.6% | +2.2% | +19.0% |
| 1Y | +21.8% | +36.9% | -15.0% | +17.4% |
| 3Y | +307.7% | -16.3% | +323.9% | +275.0% |
| All | +307.7% | -18.8% | +326.5% | +275.0% |
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