+165.2%
GD vs IDXX
+540.7%
-375.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +2.7% | +4.2% | -1.5% | +1.9% |
| 30D | +8.6% | +33.1% | -24.5% | +2.4% |
| 3M | -7.1% | +24.2% | -31.3% | -11.2% |
| 6M | +7.5% | +33.2% | -25.7% | +1.1% |
| YTD | +9.9% | +4.1% | +5.8% | +8.1% |
| 1Y | +7.6% | +0.4% | +7.2% | +6.4% |
| 3Y | +56.2% | +62.9% | -6.7% | +36.1% |
| 5Y | +100.6% | +12.1% | +88.5% | +85.9% |
| All | +165.2% | +540.7% | -375.5% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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