+14.9%
GLXY vs IDXX
-16.0%
+31.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.0% |
| 7D | +13.4% | -3.5% | +17.0% | +14.7% |
| 30D | +38.1% | -8.4% | +46.6% | +41.8% |
| 3M | -7.3% | -5.2% | -2.1% | -6.6% |
| 6M | +8.2% | -17.5% | +25.6% | +18.0% |
| YTD | +17.8% | -20.9% | +38.6% | +30.6% |
| 1Y | +14.9% | -16.4% | +31.3% | +29.0% |
| All | +14.9% | -16.0% | +31.0% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling