+342.1%
GLW vs DXCM
-35.5%
+377.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +5.9% |
| 7D | +3.8% | -3.2% | +7.0% | +4.2% |
| 30D | -1.3% | +6.3% | -7.7% | -2.2% |
| 3M | -21.8% | +21.1% | -42.9% | -24.1% |
| 6M | +6.9% | +20.6% | -13.7% | +3.6% |
| YTD | +77.2% | +32.4% | +44.7% | +69.3% |
| 1Y | +123.2% | +8.8% | +114.4% | +118.6% |
| 3Y | +400.0% | -13.7% | +413.7% | +380.5% |
| All | +342.1% | -35.5% | +377.7% | +309.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling