+2,109.4%
GD vs ILMN
+1,459.1%
+650.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -2.1% |
| 7D | +3.0% | -21.6% | +24.5% | +5.1% |
| 30D | +10.5% | -22.9% | +33.4% | +12.9% |
| 3M | -5.0% | +11.6% | -16.5% | -6.5% |
| 6M | +5.5% | +62.5% | -57.1% | 0.0% |
| YTD | +10.3% | +72.7% | -62.4% | +3.6% |
| 1Y | +8.2% | +93.9% | -85.7% | +0.4% |
| 3Y | +59.0% | +99.2% | -40.2% | +44.6% |
| 5Y | +104.3% | -44.8% | +149.1% | +105.5% |
| 10Y | +202.4% | +73.0% | +129.5% | +170.4% |
| All | +2,109.4% | +1,459.1% | +650.4% | +1,388.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling