+97.2%
GD vs ILMN
-51.8%
+149.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | -5.3% | +1.2% | -6.5% | -5.4% |
| 30D | -6.4% | +9.2% | -15.6% | -7.3% |
| 3M | +5.7% | +29.8% | -24.1% | +3.0% |
| 6M | -0.9% | +69.2% | -70.2% | -6.0% |
| YTD | +8.2% | +66.4% | -58.2% | +2.5% |
| 1Y | +13.4% | +123.4% | -110.0% | +4.1% |
| 3Y | +68.5% | +33.2% | +35.3% | +60.1% |
| All | +97.2% | -51.8% | +149.0% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling