+93.9%
ILMN vs GFS
+15.5%
+78.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.9% | +1.0% | -4.1% |
| 7D | -21.6% | -12.5% | -9.0% | -20.2% |
| 30D | -22.9% | -16.9% | -5.9% | -21.2% |
| 3M | +11.6% | -22.3% | +33.8% | +14.1% |
| 6M | +62.5% | -40.2% | +102.8% | +66.2% |
| YTD | +72.7% | +16.0% | +56.7% | +51.4% |
| 1Y | +93.9% | +17.7% | +76.2% | +66.8% |
| All | +93.9% | +15.5% | +78.4% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling