+510.2%
GEV vs ILMN
+63.0%
+447.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -3.4% |
| 7D | -13.2% | -9.8% | -3.4% | -11.5% |
| 30D | -20.6% | -22.7% | +2.1% | -17.2% |
| 3M | -19.5% | +12.1% | -31.6% | -21.1% |
| 6M | -23.3% | +51.5% | -74.8% | -28.5% |
| YTD | +22.2% | +63.9% | -41.6% | +11.5% |
| 1Y | +37.8% | +76.6% | -38.8% | +23.9% |
| All | +510.2% | +63.0% | +447.2% | +448.4% |
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