-51.4%
ILMN vs GH
+23.4%
-74.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +9.2% | -1.1% | +10.3% | +9.3% |
| 3M | +29.8% | +21.3% | +8.5% | +22.1% |
| 6M | +69.2% | +73.5% | -4.3% | +42.3% |
| YTD | +66.4% | +58.0% | +8.3% | +42.5% |
| 1Y | +123.4% | +163.1% | -39.7% | +62.0% |
| 3Y | +33.2% | +361.0% | -327.9% | -25.8% |
| All | -51.4% | +23.4% | -74.8% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling