+1,841.2%
IDXX vs GNRC
+2,082.9%
-241.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.0% |
| 7D | -5.7% | -0.2% | -5.5% | -5.7% |
| 30D | -11.5% | -15.7% | +4.2% | -8.3% |
| 3M | -9.5% | -27.3% | +17.8% | -4.0% |
| 6M | -16.0% | -12.1% | -3.9% | -15.6% |
| YTD | -25.4% | +37.1% | -62.5% | -33.1% |
| 1Y | -21.8% | -0.5% | -21.3% | -25.0% |
| 3Y | +7.0% | +61.5% | -54.5% | -11.6% |
| 5Y | -26.0% | -58.6% | +32.6% | -21.3% |
| 10Y | +358.9% | +446.3% | -87.3% | +191.9% |
| All | +1,841.2% | +2,082.9% | -241.8% | +753.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 all: compounded portfolio wealth divided by compounded GNRC 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…
all analysis · Full analysis span regression · 6 months rolling