+53,289.7%
IDXX vs GPC
+2,045.1%
+51,244.7%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -5.7% | -3.2% | -2.5% | -4.5% |
| 30D | -11.5% | +0.5% | -12.1% | -11.7% |
| 3M | -9.5% | +31.7% | -41.3% | -19.2% |
| 6M | -16.0% | +24.7% | -40.7% | -23.5% |
| YTD | -25.4% | +11.8% | -37.2% | -29.8% |
| 1Y | -21.8% | -3.0% | -18.8% | -22.3% |
| 3Y | +7.0% | -1.1% | +8.1% | +2.3% |
| 5Y | -26.0% | +30.5% | -56.4% | -36.9% |
| 10Y | +358.9% | +85.2% | +273.7% | +216.6% |
| All | +53,289.7% | +2,045.1% | +51,244.7% | +14,525.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling