+20,932.0%
GD vs IDXX
+75,017.9%
-54,085.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +2.7% | +4.2% | -1.5% | +2.1% |
| 30D | +8.6% | +33.1% | -24.5% | +4.0% |
| 3M | -7.1% | +24.2% | -31.3% | -10.2% |
| 6M | +7.5% | +33.2% | -25.7% | +2.7% |
| YTD | +9.9% | +4.1% | +5.8% | +8.5% |
| 1Y | +7.6% | +0.4% | +7.2% | +6.7% |
| 3Y | +56.2% | +62.9% | -6.7% | +42.3% |
| 5Y | +100.6% | +12.1% | +88.5% | +89.4% |
| 10Y | +167.8% | +545.1% | -377.3% | +95.3% |
| All | +20,932.0% | +75,017.9% | -54,085.9% | +10,325.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling