-2.7%
GFS vs IDXX
-19.5%
+16.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.6% | +0.9% |
| 7D | +2.6% | -4.6% | +7.2% | +4.7% |
| 30D | -16.4% | -11.3% | -5.1% | -12.3% |
| 3M | -41.6% | -7.3% | -34.3% | -40.6% |
| 6M | -3.7% | -14.5% | +10.8% | +1.3% |
| YTD | +29.3% | -23.1% | +52.4% | +42.4% |
| 1Y | +37.1% | -20.3% | +57.4% | +47.3% |
| 3Y | -22.1% | +11.7% | -33.8% | -34.9% |
| All | -2.7% | -19.5% | +16.8% | -7.1% |
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