+9.0%
ILMN vs GGLL
+328.7%
-319.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -1.1% |
| 7D | +1.2% | -4.8% | +6.0% | +2.3% |
| 30D | +9.2% | -13.7% | +22.9% | +12.4% |
| 3M | +29.8% | -21.9% | +51.7% | +34.9% |
| 6M | +69.2% | +11.7% | +57.5% | +59.2% |
| YTD | +66.4% | +2.3% | +64.1% | +59.4% |
| 1Y | +123.4% | +76.2% | +47.2% | +86.1% |
| 3Y | +33.2% | +245.0% | -211.8% | -15.6% |
| All | +9.0% | +328.7% | -319.6% | -38.9% |
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 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