+248.5%
GLDM vs IDXX
+145.8%
+102.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.0% |
| 7D | -0.5% | -3.5% | +3.0% | -0.4% |
| 30D | +4.4% | -8.4% | +12.9% | +4.9% |
| 3M | -1.1% | -5.2% | +4.1% | -0.8% |
| 6M | -13.7% | -17.5% | +3.8% | -13.0% |
| YTD | +2.8% | -20.9% | +23.6% | +3.8% |
| 1Y | +24.8% | -16.4% | +41.3% | +25.7% |
| 3Y | +127.8% | +4.7% | +123.1% | +125.8% |
| 5Y | +141.1% | -22.2% | +163.4% | +140.1% |
| All | +248.5% | +145.8% | +102.6% | +234.0% |
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 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