+72.6%
ILMN vs GH
+56.7%
+15.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | -2.9% | +0.6% | -3.4% | -3.0% |
| 30D | -23.8% | -6.9% | -16.9% | -21.2% |
| 3M | +7.5% | -4.9% | +12.4% | +11.4% |
| 6M | +42.8% | +54.1% | -11.3% | +33.8% |
| YTD | +57.8% | +48.5% | +9.3% | +44.7% |
| 1Y | +72.6% | +61.2% | +11.4% | +57.6% |
| All | +72.6% | +56.7% | +15.9% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling