+141.0%
GS vs DXCM
-46.6%
+187.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.5% | -1.8% | -5.7% |
| 7D | -6.3% | +5.7% | -12.0% | -7.1% |
| 30D | -3.1% | +1.3% | -4.4% | -3.4% |
| 3M | -17.7% | +2.2% | -19.8% | -18.1% |
| 6M | -4.6% | +42.0% | -46.6% | -10.4% |
| YTD | +0.3% | +27.3% | -27.0% | -4.2% |
| 1Y | +11.7% | +42.5% | -30.8% | +4.9% |
| 3Y | +183.6% | -13.3% | +196.9% | +171.7% |
| 5Y | +141.0% | -46.8% | +187.8% | +127.7% |
| All | +141.0% | -46.6% | +187.6% | +127.7% |
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