+188.5%
GD vs ILMN
+60.6%
+127.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.0% |
| 7D | -5.0% | -9.7% | +4.7% | -3.7% |
| 30D | +8.9% | -20.4% | +29.3% | +11.8% |
| 3M | -8.0% | +10.0% | -18.1% | -10.3% |
| 6M | +2.9% | +49.5% | -46.6% | -4.3% |
| YTD | +7.1% | +62.5% | -55.4% | -2.2% |
| 1Y | +5.9% | +76.0% | -70.1% | -4.4% |
| 3Y | +53.9% | +94.2% | -40.3% | +32.1% |
| 5Y | +95.4% | -46.3% | +141.7% | +105.3% |
| All | +188.5% | +60.6% | +127.9% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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