-16.0%
IDXX vs GFI
-5.1%
-10.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.5% |
| 7D | -5.7% | -2.7% | -3.0% | -5.5% |
| 30D | -11.5% | +13.2% | -24.8% | -13.0% |
| 3M | -9.5% | +28.5% | -38.0% | -12.5% |
| 6M | -16.0% | -6.2% | -9.8% | -15.5% |
| All | -16.0% | -5.1% | -10.8% | -15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling