+7.4%
GPN vs IDXX
-16.0%
+23.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.4% |
| 7D | +0.8% | -3.5% | +4.3% | +2.1% |
| 30D | +5.8% | -8.4% | +14.2% | +9.1% |
| 3M | +37.0% | -5.2% | +42.2% | +39.3% |
| 6M | +20.1% | -17.5% | +37.6% | +26.4% |
| YTD | +20.4% | -20.9% | +41.3% | +27.6% |
| 1Y | +7.4% | -16.4% | +23.8% | +13.2% |
| All | +7.4% | -16.0% | +23.5% | +13.2% |
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