+93.9%
ILMN vs GLXY
-57.6%
+151.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -17.0% | +12.1% | -2.9% |
| 7D | -21.6% | -26.8% | +5.3% | -19.0% |
| 30D | -22.9% | -38.3% | +15.5% | -19.8% |
| 3M | +11.6% | -36.9% | +48.5% | +15.6% |
| 6M | +62.5% | -52.1% | +114.7% | +69.4% |
| YTD | +72.7% | -37.5% | +110.2% | +77.2% |
| 1Y | +93.9% | -55.2% | +149.0% | +107.9% |
| All | +93.9% | -57.6% | +151.5% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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