+654.3%
GS vs ILMN
+33.5%
+620.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.4% |
| 7D | +0.9% | +1.2% | -0.3% | +0.7% |
| 30D | -1.6% | +9.2% | -10.8% | -3.7% |
| 3M | -4.5% | +29.8% | -34.3% | -10.5% |
| 6M | +20.9% | +69.2% | -48.3% | +6.2% |
| YTD | +19.9% | +66.4% | -46.5% | +5.0% |
| 1Y | +41.4% | +123.4% | -82.0% | +14.0% |
| 3Y | +239.2% | +33.2% | +206.0% | +199.0% |
| 5Y | +185.0% | -52.0% | +237.0% | +212.5% |
| All | +654.3% | +33.5% | +620.8% | +518.2% |
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