+478.5%
GS vs DXCM
+421.6%
+56.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +4.4% |
| 7D | +0.8% | -4.4% | +5.2% | +1.4% |
| 30D | +1.2% | -3.6% | +4.8% | +1.6% |
| 3M | -12.4% | -4.3% | -8.1% | -12.0% |
| 6M | -2.3% | +33.8% | -36.1% | -6.9% |
| YTD | +4.6% | +22.1% | -17.5% | +0.9% |
| 1Y | +17.5% | +47.4% | -29.9% | +10.5% |
| 3Y | +202.0% | -12.3% | +214.3% | +192.9% |
| 5Y | +152.4% | -49.1% | +201.5% | +154.7% |
| 10Y | +478.5% | +423.1% | +55.4% | +366.3% |
| All | +478.5% | +421.6% | +56.9% | +366.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling