-16.4%
IDXX vs GPC
+0.2%
-16.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.8% | +1.1% |
| 7D | -3.5% | +0.4% | -3.9% | -3.6% |
| 30D | -8.4% | +5.1% | -13.6% | -9.5% |
| 3M | -5.2% | +41.5% | -46.7% | -11.1% |
| 6M | -17.5% | +21.8% | -39.3% | -21.7% |
| YTD | -20.9% | +14.6% | -35.4% | -23.7% |
| 1Y | -16.4% | +1.3% | -17.7% | -17.5% |
| All | -16.4% | +0.2% | -16.6% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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