-0.8%
GFS vs IDXX
-21.6%
+20.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.7% |
| 7D | +3.2% | -4.3% | +7.5% | +5.1% |
| 30D | -9.6% | -13.7% | +4.1% | -4.0% |
| 3M | -38.5% | -9.1% | -29.4% | -36.9% |
| 6M | -1.3% | -15.4% | +14.1% | +4.2% |
| YTD | +31.8% | -25.1% | +56.9% | +46.7% |
| 1Y | +44.6% | -20.6% | +65.2% | +55.2% |
| 3Y | -20.6% | +8.7% | -29.4% | -32.9% |
| All | -0.8% | -21.6% | +20.8% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling