-45.8%
ILMN vs GFS
-3.7%
-42.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | +1.2% | +1.0% | +0.2% | +1.0% |
| 30D | +9.2% | -8.6% | +17.8% | +11.0% |
| 3M | +29.8% | -46.5% | +76.4% | +49.4% |
| 6M | +69.2% | -4.8% | +74.0% | +62.7% |
| YTD | +66.4% | +29.7% | +36.7% | +43.9% |
| 1Y | +123.4% | +35.8% | +87.6% | +89.2% |
| 3Y | +33.2% | -18.3% | +51.5% | +26.3% |
| All | -45.8% | -3.7% | -42.1% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling