+112.2%
ILMN vs GFS
-23.4%
+135.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.3% | +2.4% |
| 7D | -2.6% | -3.1% | +0.6% | -1.8% |
| 30D | -20.6% | -16.0% | -4.6% | -17.3% |
| 3M | +17.5% | -24.7% | +42.2% | +24.4% |
| 6M | +55.6% | -45.1% | +100.7% | +72.4% |
| YTD | +68.3% | +16.5% | +51.9% | +47.5% |
| 1Y | +81.1% | +19.3% | +61.8% | +57.1% |
| 3Y | +112.2% | -20.0% | +132.1% | +97.9% |
| All | +112.2% | -23.4% | +135.6% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling