+59.7%
ILMN vs GME
+483.4%
-423.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.6% |
| 7D | -9.8% | +4.8% | -14.6% | -10.0% |
| 30D | -22.7% | -4.3% | -18.5% | -22.6% |
| 3M | +12.1% | +35.3% | -23.3% | +10.6% |
| 6M | +51.5% | +4.7% | +46.7% | +51.1% |
| YTD | +63.9% | +26.6% | +37.2% | +62.0% |
| 1Y | +76.6% | +18.3% | +58.2% | +75.0% |
| 3Y | +124.6% | +102.8% | +21.8% | +109.2% |
| 5Y | -42.7% | -48.9% | +6.2% | -45.3% |
| 10Y | +59.7% | +480.5% | -420.8% | +13.5% |
| All | +59.7% | +483.4% | -423.7% | +13.5% |
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