-55.2%
GLXY vs IDXX
-2.6%
-52.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +3.9% | -20.9% | -17.0% |
| 7D | -26.8% | +24.1% | -50.9% | -27.0% |
| 30D | -38.3% | +32.5% | -70.9% | -39.9% |
| 3M | -36.9% | +18.8% | -55.7% | -35.9% |
| 6M | -52.1% | +24.0% | -76.2% | -53.0% |
| YTD | -37.5% | +3.3% | -40.8% | -27.1% |
| 1Y | -55.2% | -3.3% | -51.9% | -45.2% |
| All | -55.2% | -2.6% | -52.5% | -45.2% |
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