+438.8%
GS vs DXCM
+402.7%
+36.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | 0.0% |
| 7D | +5.9% | +4.9% | +0.9% | +5.2% |
| 30D | +4.3% | -0.2% | +4.5% | +4.2% |
| 3M | -11.7% | -8.9% | -2.8% | -10.7% |
| 6M | -3.2% | +42.3% | -45.4% | -8.5% |
| YTD | +5.8% | +25.6% | -19.8% | +1.7% |
| 1Y | +16.0% | +39.5% | -23.5% | +10.0% |
| 3Y | +199.8% | -15.3% | +215.0% | +192.1% |
| 5Y | +155.5% | -48.4% | +204.0% | +157.3% |
| All | +438.8% | +402.7% | +36.1% | +334.1% |
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 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