+73.8%
GD vs IDXX
+7.9%
+65.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | -3.2% | -4.3% | +1.1% | -2.7% |
| 30D | -9.6% | -13.7% | +4.1% | -8.0% |
| 3M | +4.3% | -9.1% | +13.4% | +5.4% |
| 6M | +0.5% | -15.4% | +15.9% | +2.3% |
| YTD | +6.6% | -25.1% | +31.7% | +9.9% |
| 1Y | +11.6% | -20.6% | +32.2% | +14.2% |
| All | +73.8% | +7.9% | +65.9% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling