-20.5%
ILMN vs GLDM
+219.1%
-239.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.7% |
| 7D | -9.7% | +4.7% | -14.3% | -11.0% |
| 30D | -20.4% | -0.9% | -19.5% | -20.1% |
| 3M | +10.0% | -4.3% | +14.3% | +11.7% |
| 6M | +49.5% | -13.4% | +62.9% | +55.3% |
| YTD | +62.5% | -5.8% | +68.3% | +63.6% |
| 1Y | +76.0% | +2.1% | +73.9% | +73.0% |
| 3Y | +94.2% | +105.0% | -10.9% | +49.1% |
| 5Y | -46.3% | +122.5% | -168.8% | -60.6% |
| All | -20.5% | +219.1% | -239.6% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling