-18.6%
ILMN vs GLDM
+248.1%
-266.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +1.2% | -0.5% | +1.8% | +1.4% |
| 30D | +9.2% | +4.4% | +4.8% | +8.2% |
| 3M | +29.8% | -1.1% | +30.9% | +30.2% |
| 6M | +69.2% | -13.7% | +82.9% | +75.4% |
| YTD | +66.4% | +2.8% | +63.6% | +63.5% |
| 1Y | +123.4% | +24.8% | +98.6% | +107.6% |
| 3Y | +33.2% | +127.8% | -94.6% | -0.8% |
| 5Y | -52.0% | +141.1% | -193.1% | -65.5% |
| All | -18.6% | +248.1% | -266.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling