+205.6%
GLD vs ILMN
+56.2%
+149.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.7% |
| 7D | -5.5% | +0.7% | -6.2% | -5.5% |
| 30D | -7.0% | -22.7% | +15.7% | -6.1% |
| 3M | -12.4% | +8.6% | -21.0% | -12.7% |
| 6M | -18.0% | +43.8% | -61.8% | -19.3% |
| YTD | -10.5% | +59.8% | -70.2% | -12.2% |
| 1Y | -8.1% | +71.8% | -79.8% | -10.1% |
| 3Y | +97.7% | +119.0% | -21.3% | +90.8% |
| 5Y | +103.4% | -43.8% | +147.3% | +103.5% |
| All | +205.6% | +56.2% | +149.5% | +199.5% |
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