+205.0%
GLD vs ILMN
+60.6%
+144.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.9% |
| 7D | +4.7% | -9.7% | +14.4% | +5.1% |
| 30D | -0.9% | -20.4% | +19.5% | 0.0% |
| 3M | -4.4% | +10.0% | -14.4% | -4.9% |
| 6M | -13.6% | +49.5% | -63.0% | -15.0% |
| YTD | -6.0% | +62.5% | -68.5% | -7.9% |
| 1Y | +1.8% | +76.0% | -74.2% | -0.6% |
| 3Y | +103.2% | +94.2% | +9.0% | +96.8% |
| 5Y | +119.3% | -46.3% | +165.7% | +119.6% |
| All | +205.0% | +60.6% | +144.4% | +199.1% |
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