+1,242.8%
GS vs DXCM
+2,810.6%
-1,567.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.4% |
| 7D | +0.9% | -3.2% | +4.2% | +1.5% |
| 30D | -1.6% | +6.3% | -7.9% | -2.7% |
| 3M | -4.5% | +21.1% | -25.6% | -8.3% |
| 6M | +20.9% | +20.6% | +0.3% | +15.9% |
| YTD | +19.9% | +32.4% | -12.6% | +12.9% |
| 1Y | +41.4% | +8.8% | +32.6% | +37.2% |
| 3Y | +239.2% | -13.7% | +252.9% | +226.3% |
| 5Y | +185.0% | -35.2% | +220.2% | +179.7% |
| 10Y | +655.0% | +281.8% | +373.2% | +374.8% |
| All | +1,242.8% | +2,810.6% | -1,567.8% | +284.3% |
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 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