+123.4%
ILMN vs GLXY
+8.0%
+115.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.5% |
| 7D | +1.2% | +13.4% | -12.2% | +0.1% |
| 30D | +9.2% | +38.1% | -28.9% | +6.5% |
| 3M | +29.8% | -7.3% | +37.2% | +29.0% |
| 6M | +69.2% | +8.2% | +61.0% | +65.4% |
| YTD | +66.4% | +17.8% | +48.6% | +60.5% |
| 1Y | +123.4% | +14.9% | +108.5% | +106.3% |
| All | +123.4% | +8.0% | +115.4% | +106.3% |
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