-3.3%
IDXX vs GGLL
-11.6%
+8.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.5% | -2.6% | +3.3% |
| 7D | +24.1% | -23.1% | +47.2% | +26.7% |
| 30D | +32.5% | -32.9% | +65.4% | +37.6% |
| 3M | +18.8% | -44.9% | +63.7% | +26.6% |
| 6M | +24.0% | -49.5% | +73.6% | +33.7% |
| YTD | +3.3% | -28.9% | +32.2% | +2.9% |
| 1Y | -3.3% | -12.2% | +8.9% | -9.8% |
| All | -3.3% | -11.6% | +8.4% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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