+112.2%
ILMN vs GME
+93.1%
+19.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.4% |
| 7D | -2.6% | +5.8% | -8.3% | -3.0% |
| 30D | -20.6% | -3.7% | -17.0% | -20.4% |
| 3M | +17.5% | +33.6% | -16.1% | +15.0% |
| 6M | +55.6% | +5.4% | +50.2% | +54.8% |
| YTD | +68.3% | +27.4% | +40.9% | +65.1% |
| 1Y | +81.1% | +19.0% | +62.1% | +78.3% |
| 3Y | +112.2% | +101.5% | +10.7% | +81.6% |
| All | +112.2% | +93.1% | +19.0% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling