+33.7%
ILMN vs GFI
+292.6%
-258.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.5% |
| 7D | -9.2% | -5.1% | -4.0% | -8.7% |
| 30D | +4.4% | +13.4% | -9.1% | +3.3% |
| 3M | +23.9% | +36.2% | -12.4% | +20.5% |
| 6M | +64.5% | -9.8% | +74.3% | +65.2% |
| YTD | +53.5% | +7.7% | +45.8% | +50.8% |
| 1Y | +110.8% | +27.2% | +83.6% | +103.9% |
| All | +33.7% | +292.6% | -258.9% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling