+246.5%
GM vs DXCM
+2,887.3%
-2,640.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.2% |
| 7D | +1.9% | -3.2% | +5.2% | +2.5% |
| 30D | -1.4% | +6.3% | -7.7% | -2.4% |
| 3M | +5.9% | +21.1% | -15.2% | +2.2% |
| 6M | +12.4% | +20.6% | -8.2% | +8.3% |
| YTD | +8.6% | +32.4% | -23.8% | +3.0% |
| 1Y | +52.6% | +8.8% | +43.8% | +48.6% |
| 3Y | +169.7% | -13.7% | +183.4% | +159.8% |
| 5Y | +87.5% | -35.2% | +122.7% | +84.3% |
| 10Y | +233.0% | +281.8% | -48.8% | +131.0% |
| All | +246.5% | +2,887.3% | -2,640.8% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling