+40.7%
ILMN vs GLDM
+128.8%
-88.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | +1.2% | -0.5% | +1.8% | +1.3% |
| 30D | +9.2% | +4.4% | +4.8% | +8.6% |
| 3M | +29.8% | -1.1% | +30.9% | +30.2% |
| 6M | +69.2% | -13.7% | +82.9% | +73.4% |
| YTD | +66.4% | +2.8% | +63.6% | +64.7% |
| 1Y | +123.4% | +24.8% | +98.6% | +114.5% |
| All | +40.7% | +128.8% | -88.1% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling