+25.7%
GPN vs IDXX
+360.5%
-334.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -4.3% | -5.7% | +1.4% | -1.8% |
| 30D | 0.0% | -11.5% | +11.6% | +5.3% |
| 3M | +35.8% | -9.5% | +45.4% | +41.7% |
| 6M | +22.0% | -16.0% | +38.0% | +31.0% |
| YTD | +15.2% | -25.4% | +40.6% | +29.9% |
| 1Y | +3.5% | -21.8% | +25.3% | +13.3% |
| 3Y | -26.9% | +7.0% | -34.0% | -34.4% |
| 5Y | -44.2% | -26.0% | -18.3% | -42.3% |
| All | +25.7% | +360.5% | -334.8% | -45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling