+76.6%
ILMN vs GGLL
-17.3%
+93.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | -9.8% | +5.1% | -14.9% | -10.3% |
| 30D | -22.7% | -35.5% | +12.7% | -19.3% |
| 3M | +12.1% | -39.2% | +51.2% | +17.5% |
| 6M | +51.5% | -54.4% | +105.8% | +66.7% |
| YTD | +63.9% | -29.8% | +93.7% | +63.4% |
| 1Y | +76.6% | -20.4% | +97.0% | +71.0% |
| All | +76.6% | -17.3% | +93.9% | +71.0% |
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