+94.2%
ILMN vs GH
+431.6%
-337.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.1% | +2.9% |
| 7D | -9.7% | -15.6% | +5.9% | -5.7% |
| 30D | -20.4% | -10.4% | -10.0% | -17.9% |
| 3M | +10.0% | -4.3% | +14.3% | +11.9% |
| 6M | +49.5% | +63.5% | -14.1% | +34.7% |
| YTD | +62.5% | +47.7% | +14.8% | +48.2% |
| 1Y | +76.0% | +56.7% | +19.2% | +58.1% |
| 3Y | +94.2% | +443.9% | -349.7% | +29.1% |
| All | +94.2% | +431.6% | -337.4% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling