+352.1%
IDXX vs GME
+285.6%
+66.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.4% |
| 7D | -5.7% | +10.4% | -16.1% | -5.9% |
| 30D | -11.5% | +14.1% | -25.6% | -11.8% |
| 3M | -9.5% | -4.6% | -4.9% | -9.5% |
| 6M | -16.0% | -13.5% | -2.4% | -15.8% |
| YTD | -25.4% | +5.3% | -30.7% | -25.5% |
| 1Y | -21.8% | -14.9% | -6.9% | -21.6% |
| 3Y | +7.0% | +24.3% | -17.2% | +3.8% |
| 5Y | -26.0% | -55.6% | +29.6% | -27.9% |
| All | +352.1% | +285.6% | +66.5% | +266.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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