-34.9%
ILMN vs GH
+481.7%
-516.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.7% |
| 6M | +69.2% | +73.5% | -4.3% | +44.2% |
| YTD | +66.4% | +58.0% | +8.3% | +44.2% |
| 1Y | +123.4% | +163.1% | -39.7% | +66.4% |
| 3Y | +33.2% | +361.0% | -327.9% | -21.9% |
| 5Y | -52.0% | +22.5% | -74.5% | -64.5% |
| All | -34.9% | +481.7% | -516.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling