+191.2%
GD vs IDXX
+360.5%
-169.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | -1.0% | -5.7% | +4.8% | +0.1% |
| 30D | -9.7% | -11.5% | +1.8% | -7.6% |
| 3M | -0.4% | -9.5% | +9.1% | +1.3% |
| 6M | +1.5% | -16.0% | +17.4% | +4.5% |
| YTD | +7.1% | -25.4% | +32.5% | +12.8% |
| 1Y | +9.9% | -21.8% | +31.6% | +14.2% |
| 3Y | +74.6% | +7.0% | +67.6% | +65.6% |
| 5Y | +96.1% | -26.0% | +122.0% | +98.4% |
| All | +191.2% | +360.5% | -169.3% | +79.0% |
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