+69.9%
ILMN vs GLDM
+2.8%
+67.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.8% | -9.0% | -8.4% |
| 7D | -28.3% | +1.9% | -30.2% | -28.5% |
| 30D | -24.0% | -1.7% | -22.3% | -23.5% |
| 3M | +4.1% | -3.5% | +7.6% | +5.7% |
| 6M | +49.6% | -10.1% | +59.6% | +53.3% |
| YTD | +58.6% | -5.0% | +63.6% | +55.0% |
| 1Y | +69.9% | +2.8% | +67.1% | +63.1% |
| All | +69.9% | +2.8% | +67.1% | +63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling