-51.4%
ILMN vs GAP
+9.0%
-60.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.7% |
| 7D | +1.2% | -4.5% | +5.7% | +2.2% |
| 30D | +9.2% | +9.0% | +0.1% | +6.7% |
| 3M | +29.8% | +5.0% | +24.8% | +27.7% |
| 6M | +69.2% | -17.8% | +87.0% | +73.9% |
| YTD | +66.4% | -10.4% | +76.8% | +66.9% |
| 1Y | +123.4% | -3.4% | +126.8% | +119.3% |
| 3Y | +33.2% | +111.5% | -78.3% | +2.3% |
| All | -51.4% | +9.0% | -60.4% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling