-47.5%
ILMN vs GFS
-3.9%
-43.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +1.9% | +2.6% | -0.7% | +1.3% |
| 30D | +12.3% | -16.4% | +28.7% | +17.0% |
| 3M | +33.5% | -41.6% | +75.1% | +50.3% |
| 6M | +69.4% | -3.7% | +73.0% | +62.3% |
| YTD | +60.9% | +29.3% | +31.6% | +39.3% |
| 1Y | +115.0% | +37.1% | +77.8% | +81.5% |
| 3Y | +37.0% | -22.1% | +59.1% | +31.8% |
| All | -47.5% | -3.9% | -43.6% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling