+108.7%
ILMN vs GH
+170.3%
-61.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.1% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | +6.9% | -2.6% | +9.5% | +7.4% |
| 3M | +28.1% | +25.1% | +3.0% | +22.1% |
| 6M | +65.0% | +78.5% | -13.5% | +46.0% |
| YTD | +56.3% | +59.4% | -3.1% | +40.0% |
| 1Y | +108.7% | +173.9% | -65.1% | +56.5% |
| All | +108.7% | +170.3% | -61.5% | +56.5% |
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