+352.1%
IDXX vs GRMN
+677.8%
-325.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -2.2% |
| 7D | -5.7% | +2.4% | -8.2% | -6.8% |
| 30D | -11.5% | -8.5% | -3.1% | -8.2% |
| 3M | -9.5% | +19.5% | -29.0% | -17.3% |
| 6M | -16.0% | +21.2% | -37.1% | -24.0% |
| YTD | -25.4% | +41.0% | -66.4% | -37.3% |
| 1Y | -21.8% | +19.6% | -41.4% | -29.6% |
| 3Y | +7.0% | +183.8% | -176.8% | -42.1% |
| 5Y | -26.0% | +83.0% | -109.0% | -50.8% |
| All | +352.1% | +677.8% | -325.7% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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