+9,262.6%
IDXX vs GRMN
+6,819.4%
+2,443.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.3% |
| 7D | -5.7% | +2.4% | -8.2% | -6.3% |
| 30D | -11.5% | -8.5% | -3.1% | -9.8% |
| 3M | -9.5% | +19.5% | -29.0% | -13.6% |
| 6M | -16.0% | +21.2% | -37.1% | -20.1% |
| YTD | -25.4% | +41.0% | -66.4% | -31.6% |
| 1Y | -21.8% | +19.6% | -41.4% | -25.7% |
| 3Y | +7.0% | +183.8% | -176.8% | -18.1% |
| 5Y | -26.0% | +83.0% | -109.0% | -37.9% |
| 10Y | +358.9% | +675.8% | -316.9% | +191.6% |
| All | +9,262.6% | +6,819.4% | +2,443.1% | +4,056.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling