+123.4%
ILMN vs GGLL
+80.0%
+43.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -1.2% |
| 7D | +1.2% | -4.8% | +6.0% | +1.9% |
| 30D | +9.2% | -13.7% | +22.9% | +11.4% |
| 3M | +29.8% | -21.9% | +51.7% | +34.3% |
| 6M | +69.2% | +11.7% | +57.5% | +58.0% |
| YTD | +66.4% | +2.3% | +64.1% | +59.1% |
| 1Y | +123.4% | +76.2% | +47.2% | +68.6% |
| All | +123.4% | +80.0% | +43.4% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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