-23.0%
IDXX vs GDDY
+29.8%
-52.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -1.0% |
| 7D | -5.7% | -3.2% | -2.5% | -4.8% |
| 30D | -11.5% | +6.8% | -18.4% | -14.1% |
| 3M | -9.5% | +30.5% | -40.0% | -19.7% |
| 6M | -16.0% | +13.3% | -29.3% | -22.0% |
| YTD | -25.4% | -21.0% | -4.4% | -20.1% |
| 1Y | -21.8% | -34.0% | +12.2% | -9.4% |
| 3Y | +7.0% | +33.1% | -26.0% | -19.7% |
| All | -23.0% | +29.8% | -52.7% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 5y: compounded portfolio wealth divided by compounded GDDY 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…
5y analysis · Full analysis span regression · 6 months rolling