+1,058.8%
ILMN vs GAP
+7.3%
+1,051.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +2.9% |
| 7D | -2.6% | 0.0% | -2.6% | -2.7% |
| 30D | -20.6% | -4.3% | -16.3% | -20.0% |
| 3M | +17.5% | +9.4% | +8.1% | +14.4% |
| 6M | +55.6% | -3.3% | +58.9% | +54.4% |
| YTD | +68.3% | -10.5% | +78.9% | +68.5% |
| 1Y | +81.1% | -2.4% | +83.5% | +77.6% |
| 3Y | +112.2% | +80.1% | +32.1% | +72.4% |
| 5Y | -42.6% | +6.5% | -49.0% | -50.5% |
| 10Y | +70.5% | +14.6% | +55.9% | +23.4% |
| All | +1,058.8% | +7.3% | +1,051.5% | +411.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling