+639.9%
GS vs IDXX
+360.5%
+279.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.9% | -5.7% | +4.8% | +0.9% |
| 30D | -0.3% | -11.5% | +11.3% | +3.4% |
| 3M | -0.1% | -9.5% | +9.4% | +2.3% |
| 6M | +26.1% | -16.0% | +42.1% | +32.0% |
| YTD | +18.8% | -25.4% | +44.2% | +29.0% |
| 1Y | +33.7% | -21.8% | +55.5% | +42.2% |
| 3Y | +238.9% | +7.0% | +231.9% | +213.2% |
| 5Y | +187.9% | -26.0% | +213.9% | +190.7% |
| All | +639.9% | +360.5% | +279.4% | +292.7% |
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