+70.5%
ILMN vs GAP
+20.3%
+50.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +3.0% |
| 7D | -2.6% | 0.0% | -2.6% | -2.7% |
| 30D | -20.6% | -4.3% | -16.3% | -20.1% |
| 3M | +17.5% | +9.4% | +8.1% | +15.1% |
| 6M | +55.6% | -3.3% | +58.9% | +54.8% |
| YTD | +68.3% | -10.5% | +78.9% | +68.6% |
| 1Y | +81.1% | -2.4% | +83.5% | +78.5% |
| 3Y | +112.2% | +80.1% | +32.1% | +82.8% |
| 5Y | -42.6% | +6.5% | -49.0% | -49.5% |
| 10Y | +70.5% | +14.6% | +55.9% | +41.1% |
| All | +70.5% | +20.3% | +50.2% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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