+21.7%
GPN vs IDXX
-2.6%
+24.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.9% | -3.2% |
| 7D | +15.0% | +24.1% | -9.1% | +6.4% |
| 30D | +16.9% | +32.5% | -15.6% | +4.6% |
| 3M | +9.2% | +18.8% | -9.6% | +3.1% |
| 6M | +34.7% | +24.0% | +10.7% | +23.8% |
| YTD | +25.4% | +3.3% | +22.1% | +24.9% |
| 1Y | +21.7% | -3.3% | +25.0% | +24.0% |
| All | +21.7% | -2.6% | +24.4% | +24.0% |
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