+80.5%
GM vs DXCM
-38.0%
+118.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -1.1% | -6.5% | +5.4% | +0.1% |
| 30D | -4.6% | -4.3% | -0.3% | -3.8% |
| 3M | +0.2% | +7.3% | -7.1% | -1.4% |
| 6M | +12.6% | +22.0% | -9.4% | +8.0% |
| YTD | +3.7% | +26.4% | -22.7% | -1.3% |
| 1Y | +45.6% | +7.0% | +38.6% | +42.1% |
| 3Y | +162.0% | -19.6% | +181.6% | +153.2% |
| 5Y | +80.5% | -39.3% | +119.8% | +72.0% |
| All | +80.5% | -38.0% | +118.5% | +72.0% |
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