+70.8%
GD vs ILMN
+33.7%
+37.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.7% |
| 7D | -5.3% | +1.2% | -6.5% | -5.3% |
| 30D | -6.4% | +9.2% | -15.6% | -7.1% |
| 3M | +5.7% | +29.8% | -24.1% | +3.5% |
| 6M | -0.9% | +69.2% | -70.2% | -5.2% |
| YTD | +8.2% | +66.4% | -58.2% | +3.4% |
| 1Y | +13.4% | +123.4% | -110.0% | +5.5% |
| All | +70.8% | +33.7% | +37.0% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling