+123.4%
ILMN vs GFS
+37.2%
+86.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.7% |
| 7D | +1.2% | +1.0% | +0.2% | +1.2% |
| 30D | +9.2% | -8.6% | +17.8% | +9.6% |
| 3M | +29.8% | -46.5% | +76.4% | +35.0% |
| 6M | +69.2% | -4.8% | +74.0% | +62.9% |
| YTD | +66.4% | +29.7% | +36.7% | +50.3% |
| 1Y | +123.4% | +35.8% | +87.6% | +102.4% |
| All | +123.4% | +37.2% | +86.2% | +102.4% |
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