+212.2%
GLD vs ILMN
+61.7%
+150.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.7% |
| 7D | +4.9% | -2.6% | +7.5% | +5.0% |
| 30D | -1.3% | -20.6% | +19.3% | -0.4% |
| 3M | -4.8% | +17.5% | -22.2% | -5.5% |
| 6M | -12.5% | +55.6% | -68.1% | -14.1% |
| YTD | -4.2% | +68.3% | -72.6% | -6.3% |
| 1Y | +3.0% | +81.1% | -78.1% | +0.6% |
| 3Y | +109.1% | +112.2% | -3.0% | +102.0% |
| 5Y | +121.6% | -42.6% | +164.2% | +121.3% |
| 10Y | +212.2% | +70.5% | +141.7% | +205.2% |
| All | +212.2% | +61.7% | +150.5% | +205.2% |
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