+24.3%
ILMN vs GFI
+1,066.8%
-1,042.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.8% | +2.7% |
| 7D | -5.4% | -4.9% | -0.5% | -5.0% |
| 30D | +7.0% | +10.7% | -3.7% | +6.2% |
| 3M | +24.2% | +25.6% | -1.4% | +21.7% |
| 6M | +69.9% | -8.3% | +78.2% | +70.1% |
| YTD | +57.4% | +6.3% | +51.1% | +55.1% |
| 1Y | +107.9% | +22.1% | +85.8% | +102.0% |
| 3Y | +37.1% | +289.2% | -252.0% | +18.7% |
| 5Y | -53.7% | +531.7% | -585.3% | -61.4% |
| All | +24.3% | +1,066.8% | -1,042.5% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling