+94.2%
ILMN vs GGLL
+154.9%
-60.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.2% |
| 7D | -9.7% | +3.1% | -12.8% | -10.1% |
| 30D | -20.4% | -36.3% | +15.9% | -15.2% |
| 3M | +10.0% | -40.4% | +50.4% | +18.1% |
| 6M | +49.5% | -54.6% | +104.1% | +66.6% |
| YTD | +62.5% | -31.1% | +93.6% | +65.7% |
| 1Y | +76.0% | -19.2% | +95.2% | +73.4% |
| 3Y | +94.2% | +151.5% | -57.4% | +58.9% |
| All | +94.2% | +154.9% | -60.8% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling