+4.7%
ILMN vs GGLL
+217.5%
-212.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.3% |
| 7D | +0.7% | +11.5% | -10.8% | -1.5% |
| 30D | -22.7% | -31.2% | +8.5% | -17.5% |
| 3M | +8.6% | -28.7% | +37.3% | +14.8% |
| 6M | +43.8% | -47.2% | +91.0% | +59.5% |
| YTD | +59.8% | -24.3% | +84.0% | +60.7% |
| 1Y | +71.8% | -12.0% | +83.8% | +65.8% |
| 3Y | +119.0% | +169.6% | -50.6% | +43.9% |
| All | +4.7% | +217.5% | -212.8% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling