+53,289.7%
IDXX vs GAP
+843.2%
+52,446.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.2% | -0.8% |
| 7D | -5.7% | -4.1% | -1.6% | -5.1% |
| 30D | -11.5% | +6.2% | -17.8% | -12.6% |
| 3M | -9.5% | -0.7% | -8.8% | -9.6% |
| 6M | -16.0% | -7.1% | -8.8% | -15.5% |
| YTD | -25.4% | -14.1% | -11.3% | -24.3% |
| 1Y | -21.8% | -8.5% | -13.3% | -21.7% |
| 3Y | +7.0% | +115.4% | -108.3% | -11.8% |
| 5Y | -26.0% | +9.8% | -35.8% | -34.6% |
| 10Y | +358.9% | +30.6% | +328.4% | +247.9% |
| All | +53,289.7% | +843.2% | +52,446.5% | +22,643.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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