+123.5%
GLD vs IDXX
+7.6%
+116.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -2.0% | -5.7% | +3.8% | -1.6% |
| 30D | -1.5% | -11.5% | +10.0% | -0.8% |
| 3M | +3.2% | -9.5% | +12.8% | +3.7% |
| 6M | -16.3% | -16.0% | -0.3% | -15.6% |
| YTD | +0.6% | -25.4% | +26.0% | +1.9% |
| 1Y | +19.1% | -21.8% | +40.9% | +20.4% |
| 3Y | +123.5% | +7.0% | +116.5% | +124.4% |
| All | +123.5% | +7.6% | +116.0% | +124.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling