+17.7%
GFS vs IDXX
-2.6%
+20.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.9% | -9.9% | -5.7% |
| 7D | -12.5% | +24.1% | -36.6% | -11.6% |
| 30D | -16.9% | +32.5% | -49.5% | -15.7% |
| 3M | -22.3% | +18.8% | -41.0% | -21.2% |
| 6M | -40.2% | +24.0% | -64.3% | -39.2% |
| YTD | +16.0% | +3.3% | +12.7% | +23.4% |
| 1Y | +17.7% | -3.3% | +20.9% | +28.9% |
| All | +17.7% | -2.6% | +20.3% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling