+93.9%
ILMN vs GME
+15.0%
+78.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.6% | -8.5% | -5.8% |
| 7D | -21.6% | +7.8% | -29.3% | -23.2% |
| 30D | -22.9% | -0.4% | -22.5% | -22.8% |
| 3M | +11.6% | +30.9% | -19.3% | +5.1% |
| 6M | +62.5% | +5.5% | +57.1% | +59.2% |
| YTD | +72.7% | +25.2% | +47.5% | +65.5% |
| 1Y | +93.9% | +14.4% | +79.5% | +83.0% |
| All | +93.9% | +15.0% | +78.9% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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