-46.6%
ILMN vs GFS
-13.3%
-33.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -2.7% |
| 7D | -9.8% | -5.3% | -4.5% | -8.5% |
| 30D | -22.7% | -15.8% | -6.9% | -19.0% |
| 3M | +12.1% | -18.6% | +30.7% | +17.7% |
| 6M | +51.5% | -45.0% | +96.5% | +71.0% |
| YTD | +63.9% | +16.8% | +47.1% | +45.5% |
| 1Y | +76.6% | +17.8% | +58.8% | +56.1% |
| 3Y | +124.6% | -21.5% | +146.1% | +115.0% |
| 5Y | -42.7% | -29.3% | -13.4% | -47.2% |
| All | -46.6% | -13.3% | -33.3% | -51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling