+2,064.0%
GS vs IDXX
+9,261.8%
-7,197.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | +0.9% | -3.5% | +4.5% | +2.1% |
| 30D | -1.6% | -8.4% | +6.9% | +1.2% |
| 3M | -4.5% | -5.2% | +0.7% | -3.4% |
| 6M | +20.9% | -17.5% | +38.3% | +27.7% |
| YTD | +19.9% | -20.9% | +40.8% | +28.3% |
| 1Y | +41.4% | -16.4% | +57.8% | +47.6% |
| 3Y | +239.2% | +4.7% | +234.4% | +217.0% |
| 5Y | +185.0% | -22.2% | +207.3% | +184.7% |
| 10Y | +655.0% | +369.3% | +285.7% | +285.4% |
| All | +2,064.0% | +9,261.8% | -7,197.8% | +342.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling