+1.3%
GFS vs IDXX
-21.9%
+23.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | +3.8% | -5.7% | +9.6% | +6.4% |
| 30D | -11.7% | -11.5% | -0.2% | -7.2% |
| 3M | -41.8% | -9.5% | -32.2% | -40.1% |
| 6M | +6.6% | -16.0% | +22.6% | +12.9% |
| YTD | +34.6% | -25.4% | +60.0% | +50.1% |
| 1Y | +46.2% | -21.8% | +67.9% | +58.1% |
| 3Y | -20.3% | +7.0% | -27.4% | -32.0% |
| All | +1.3% | -21.9% | +23.2% | -2.0% |
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