+553.4%
IDXX vs GDDY
+390.3%
+163.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.9% |
| 7D | -5.7% | -3.2% | -2.5% | -4.8% |
| 30D | -11.5% | +6.8% | -18.4% | -13.9% |
| 3M | -9.5% | +30.5% | -40.0% | -18.7% |
| 6M | -16.0% | +13.3% | -29.3% | -21.4% |
| YTD | -25.4% | -21.0% | -4.4% | -21.8% |
| 1Y | -21.8% | -34.0% | +12.2% | -12.7% |
| 3Y | +7.0% | +33.1% | -26.0% | -9.6% |
| 5Y | -26.0% | +30.3% | -56.3% | -37.5% |
| 10Y | +358.9% | +205.5% | +153.4% | +224.4% |
| All | +553.4% | +390.3% | +163.1% | +341.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling