-16.4%
IDXX vs GFI
+45.3%
-61.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.7% | +1.3% |
| 7D | -3.5% | +3.1% | -6.7% | -3.8% |
| 30D | -8.4% | +27.1% | -35.6% | -10.7% |
| 3M | -5.2% | +21.2% | -26.4% | -7.2% |
| 6M | -17.5% | -4.5% | -13.0% | -17.7% |
| YTD | -20.9% | +11.7% | -32.6% | -22.3% |
| 1Y | -16.4% | +46.0% | -62.5% | -22.1% |
| All | -16.4% | +45.3% | -61.7% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling