+7.0%
IDXX vs GPC
-2.2%
+9.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -5.7% | -3.2% | -2.5% | -4.9% |
| 30D | -11.5% | +0.5% | -12.1% | -11.7% |
| 3M | -9.5% | +31.7% | -41.3% | -16.1% |
| 6M | -16.0% | +24.7% | -40.7% | -21.1% |
| YTD | -25.4% | +11.8% | -37.2% | -28.6% |
| 1Y | -21.8% | -3.0% | -18.8% | -22.1% |
| 3Y | +7.0% | -1.1% | +8.1% | -0.6% |
| All | +7.0% | -2.2% | +9.3% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling