+238.8%
GS vs IDXX
+9.8%
+229.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.5% |
| 7D | +2.4% | -4.4% | +6.8% | +3.5% |
| 30D | -0.1% | -13.5% | +13.5% | +3.4% |
| 3M | +0.2% | -11.0% | +11.2% | +2.6% |
| 6M | +24.8% | -15.6% | +40.4% | +29.5% |
| YTD | +18.8% | -23.9% | +42.6% | +26.4% |
| 1Y | +37.3% | -21.4% | +58.7% | +44.5% |
| All | +238.8% | +9.8% | +229.0% | +199.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling