+115.0%
ILMN vs GAP
-3.2%
+118.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | +1.9% | +1.7% | +0.2% | +1.7% |
| 30D | +12.3% | +9.3% | +3.0% | +11.1% |
| 3M | +33.5% | +6.1% | +27.5% | +32.6% |
| 6M | +69.4% | -2.3% | +71.6% | +68.4% |
| YTD | +60.9% | -10.6% | +71.5% | +60.4% |
| 1Y | +115.0% | -4.4% | +119.4% | +112.7% |
| All | +115.0% | -3.2% | +118.2% | +112.7% |
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 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