+185.7%
GS vs DXCM
-35.5%
+221.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.4% |
| 7D | +0.9% | -3.2% | +4.2% | +1.4% |
| 30D | -1.6% | +6.3% | -7.9% | -2.5% |
| 3M | -4.5% | +21.1% | -25.6% | -7.7% |
| 6M | +20.9% | +20.6% | +0.3% | +16.7% |
| YTD | +19.9% | +32.4% | -12.6% | +14.1% |
| 1Y | +41.4% | +8.8% | +32.6% | +37.9% |
| 3Y | +239.2% | -13.7% | +252.9% | +225.5% |
| All | +185.7% | -35.5% | +221.3% | +166.1% |
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 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