+27.6%
ILMN vs GAP
+34.2%
-6.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +1.9% | +1.7% | +0.2% | +1.6% |
| 30D | +12.3% | +9.3% | +3.0% | +10.3% |
| 3M | +33.5% | +6.1% | +27.5% | +31.6% |
| 6M | +69.4% | -2.3% | +71.6% | +68.2% |
| YTD | +60.9% | -10.6% | +71.5% | +61.4% |
| 1Y | +115.0% | -4.4% | +119.4% | +112.7% |
| 3Y | +37.0% | +118.3% | -81.3% | +14.8% |
| 5Y | -53.1% | +12.2% | -65.3% | -58.9% |
| 10Y | +27.6% | +33.7% | -6.1% | +5.7% |
| All | +27.6% | +34.2% | -6.6% | +5.7% |
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