-16.4%
IDXX vs GTLB
+14.4%
-30.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.0% |
| 7D | -3.5% | +11.1% | -14.6% | -4.7% |
| 30D | -8.4% | +37.8% | -46.3% | -12.0% |
| 3M | -5.2% | +61.6% | -66.8% | -10.8% |
| 6M | -17.5% | +98.9% | -116.4% | -24.6% |
| YTD | -20.9% | +32.8% | -53.6% | -23.9% |
| 1Y | -16.4% | +14.7% | -31.1% | -17.2% |
| All | -16.4% | +14.4% | -30.8% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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