+81.4%
ILMN vs GAP
-4.6%
+86.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +3.3% |
| 7D | -2.6% | 0.0% | -2.6% | -2.5% |
| 30D | -20.6% | -4.3% | -16.3% | -20.2% |
| 3M | +17.5% | +9.4% | +8.1% | +16.6% |
| 6M | +55.6% | -3.3% | +58.9% | +55.7% |
| YTD | +68.3% | -10.5% | +78.9% | +66.5% |
| All | +81.4% | -4.6% | +86.0% | +74.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling