+3.4%
ILMN vs GGLL
+210.8%
-207.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | -2.9% | +7.7% | -10.5% | -4.4% |
| 30D | -23.8% | -30.2% | +6.4% | -18.9% |
| 3M | +7.5% | -31.3% | +38.7% | +14.4% |
| 6M | +42.8% | -52.1% | +94.9% | +62.1% |
| YTD | +57.8% | -25.9% | +83.7% | +59.4% |
| 1Y | +72.6% | -8.5% | +81.1% | +65.0% |
| 3Y | +129.3% | +165.5% | -36.2% | +51.0% |
| All | +3.4% | +210.8% | -207.3% | -39.0% |
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 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