+93.9%
ILMN vs GGLL
-11.6%
+105.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.5% | -11.4% | -5.6% |
| 7D | -21.6% | -23.1% | +1.6% | -19.7% |
| 30D | -22.9% | -32.9% | +10.0% | -19.8% |
| 3M | +11.6% | -44.9% | +56.5% | +18.3% |
| 6M | +62.5% | -49.5% | +112.1% | +75.0% |
| YTD | +72.7% | -28.9% | +101.6% | +72.1% |
| 1Y | +93.9% | -12.2% | +106.0% | +85.9% |
| All | +93.9% | -11.6% | +105.5% | +85.9% |
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