-49.0%
ILMN vs GFS
-2.1%
-46.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.3% |
| 7D | -3.9% | +4.5% | -8.4% | -4.9% |
| 30D | +6.9% | -8.2% | +15.1% | +8.9% |
| 3M | +28.1% | -38.9% | +67.0% | +42.5% |
| 6M | +65.0% | -2.9% | +67.8% | +57.8% |
| YTD | +56.3% | +31.8% | +24.5% | +34.6% |
| 1Y | +108.7% | +43.1% | +65.6% | +74.1% |
| 3Y | +33.1% | -20.6% | +53.7% | +27.4% |
| All | -49.0% | -2.1% | -46.9% | -55.3% |
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