+71.8%
ILMN vs GFS
+15.5%
+56.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +0.7% | +17.2% | -16.5% | -1.6% |
| 30D | -22.7% | -8.7% | -14.0% | -22.0% |
| 3M | +8.6% | -19.7% | +28.3% | +10.2% |
| 6M | +43.8% | -40.7% | +84.5% | +46.7% |
| YTD | +59.8% | +22.5% | +37.2% | +40.5% |
| 1Y | +71.8% | +25.2% | +46.6% | +50.7% |
| All | +71.8% | +15.5% | +56.3% | +50.7% |
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 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