+1,018.6%
ILMN vs GAP
+3.7%
+1,015.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.1% | +6.6% | +3.3% |
| 7D | -9.7% | -3.8% | -5.9% | -9.1% |
| 30D | -20.4% | -9.0% | -11.4% | -18.9% |
| 3M | +10.0% | +5.5% | +4.6% | +8.0% |
| 6M | +49.5% | -11.1% | +60.6% | +51.0% |
| YTD | +62.5% | -13.6% | +76.0% | +63.8% |
| 1Y | +76.0% | -2.9% | +78.8% | +72.7% |
| 3Y | +94.2% | +69.6% | +24.6% | +59.8% |
| 5Y | -46.3% | +5.4% | -51.7% | -53.6% |
| 10Y | +62.7% | +17.8% | +44.9% | +16.6% |
| All | +1,018.6% | +3.7% | +1,015.0% | +397.0% |
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 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