+157.0%
ILMN vs GLXY
-40.0%
+197.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.3% |
| 7D | -9.8% | -16.2% | +6.4% | -7.9% |
| 30D | -22.7% | -30.6% | +7.9% | -19.9% |
| 3M | +12.1% | -27.7% | +39.8% | +15.5% |
| 6M | +51.5% | -53.3% | +104.8% | +59.8% |
| YTD | +63.9% | -36.9% | +100.7% | +66.8% |
| 1Y | +76.6% | -55.6% | +132.2% | +87.5% |
| All | +157.0% | -40.0% | +197.0% | +165.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling