+20,596.3%
GD vs IDXX
+57,007.2%
-36,410.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -2.9% | -1.9% |
| 7D | -5.3% | -3.5% | -1.7% | -4.8% |
| 30D | -6.4% | -8.4% | +2.0% | -5.3% |
| 3M | +5.7% | -5.2% | +10.9% | +6.3% |
| 6M | -0.9% | -17.5% | +16.5% | +1.5% |
| YTD | +8.2% | -20.9% | +29.0% | +11.4% |
| 1Y | +13.4% | -16.4% | +29.8% | +15.6% |
| 3Y | +68.5% | +4.7% | +63.8% | +63.7% |
| 5Y | +97.2% | -22.2% | +119.4% | +96.4% |
| 10Y | +190.2% | +369.3% | -179.1% | +121.9% |
| All | +20,596.3% | +57,007.2% | -36,410.9% | +10,600.8% |
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