+94.2%
ILMN vs GLDM
+104.2%
-10.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.7% |
| 7D | -9.7% | +4.7% | -14.3% | -10.8% |
| 30D | -20.4% | -0.9% | -19.5% | -20.1% |
| 3M | +10.0% | -4.3% | +14.3% | +11.6% |
| 6M | +49.5% | -13.4% | +62.9% | +54.2% |
| YTD | +62.5% | -5.8% | +68.3% | +63.7% |
| 1Y | +76.0% | +2.1% | +73.9% | +74.1% |
| 3Y | +94.2% | +105.0% | -10.9% | +24.1% |
| All | +94.2% | +104.2% | -10.0% | +24.1% |
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 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