+72.6%
ILMN vs GLXY
-53.6%
+126.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | -0.6% |
| 7D | -2.9% | +5.3% | -8.1% | -3.6% |
| 30D | -23.8% | -19.8% | -4.0% | -22.2% |
| 3M | +7.5% | -31.4% | +38.8% | +10.5% |
| 6M | +42.8% | -53.3% | +96.1% | +48.4% |
| YTD | +57.8% | -35.7% | +93.5% | +61.2% |
| 1Y | +72.6% | -47.2% | +119.8% | +80.7% |
| All | +72.6% | -53.6% | +126.2% | +80.7% |
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