+42.3%
IDXX vs GGLL
+327.4%
-285.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.0% |
| 7D | -5.7% | -0.3% | -5.4% | -5.7% |
| 30D | -11.5% | -4.0% | -7.6% | -10.9% |
| 3M | -9.5% | -15.5% | +6.0% | -7.6% |
| 6M | -16.0% | +7.6% | -23.6% | -19.2% |
| YTD | -25.4% | +2.0% | -27.4% | -27.8% |
| 1Y | -21.8% | +63.9% | -85.7% | -32.3% |
| 3Y | +7.0% | +239.7% | -232.6% | -28.4% |
| All | +42.3% | +327.4% | -285.1% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling