+388.8%
GH vs IDXX
+112.1%
+276.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.8% |
| 7D | -2.5% | -5.7% | +3.2% | +1.9% |
| 30D | -4.7% | -11.5% | +6.9% | +4.1% |
| 3M | +20.2% | -9.5% | +29.8% | +27.4% |
| 6M | +78.8% | -16.0% | +94.7% | +100.3% |
| YTD | +54.1% | -25.4% | +79.5% | +88.0% |
| 1Y | +177.1% | -21.8% | +198.8% | +221.4% |
| 3Y | +371.6% | +7.0% | +364.6% | +287.8% |
| 5Y | +21.9% | -26.0% | +47.9% | +33.8% |
| All | +388.8% | +112.1% | +276.6% | +118.4% |
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