-35.9%
ILMN vs GH
+459.8%
-495.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.1% |
| 7D | -9.8% | -11.2% | +1.4% | -6.7% |
| 30D | -22.7% | -7.2% | -15.5% | -20.9% |
| 3M | +12.1% | -7.1% | +19.1% | +14.8% |
| 6M | +51.5% | +62.3% | -10.9% | +32.5% |
| YTD | +63.9% | +52.1% | +11.8% | +44.3% |
| 1Y | +76.6% | +58.6% | +17.9% | +53.4% |
| 3Y | +124.6% | +619.9% | -495.3% | +17.2% |
| 5Y | -42.7% | +49.7% | -92.4% | -59.1% |
| All | -35.9% | +459.8% | -495.7% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling