+3.9%
ILMN vs GGLL
+184.7%
-180.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.5% | -3.7% | -7.3% |
| 7D | -28.3% | -1.3% | -27.0% | -28.0% |
| 30D | -24.0% | -36.3% | +12.3% | -17.5% |
| 3M | +4.1% | -42.7% | +46.8% | +15.0% |
| 6M | +49.6% | -53.1% | +102.6% | +69.9% |
| YTD | +58.6% | -32.1% | +90.7% | +63.1% |
| 1Y | +69.9% | -20.1% | +90.0% | +67.0% |
| 3Y | +82.9% | +151.7% | -68.8% | +21.0% |
| All | +3.9% | +184.7% | -180.7% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling