+27.6%
ILMN vs GME
+237.1%
-209.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.2% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | +12.3% | -1.4% | +13.7% | +12.4% |
| 3M | +33.5% | -15.1% | +48.7% | +34.5% |
| 6M | +69.4% | -22.5% | +91.8% | +71.2% |
| YTD | +60.9% | -5.9% | +66.8% | +61.2% |
| 1Y | +115.0% | -18.6% | +133.6% | +116.5% |
| 3Y | +37.0% | +6.7% | +30.3% | +30.8% |
| 5Y | -53.1% | -62.0% | +8.9% | -54.7% |
| 10Y | +27.6% | +239.5% | -211.9% | +9.5% |
| All | +27.6% | +237.1% | -209.6% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling