+746.1%
GLD vs ILMN
+5,624.9%
-4,878.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.2% | +9.0% | +1.0% |
| 7D | +1.9% | -28.3% | +30.2% | +2.7% |
| 30D | -1.8% | -24.0% | +22.2% | -1.1% |
| 3M | -3.6% | +4.1% | -7.7% | -3.8% |
| 6M | -10.2% | +49.6% | -59.8% | -11.2% |
| YTD | -5.3% | +58.6% | -63.8% | -6.5% |
| 1Y | +2.5% | +69.9% | -67.4% | +0.9% |
| 3Y | +103.2% | +82.9% | +20.3% | +99.0% |
| 5Y | +121.1% | -47.6% | +168.7% | +121.3% |
| 10Y | +201.9% | +58.8% | +143.0% | +194.4% |
| All | +746.1% | +5,624.9% | -4,878.8% | +637.8% |
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