+5,977.8%
ILMN vs GME
+1,469.6%
+4,508.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.6% |
| 7D | -9.8% | +4.8% | -14.6% | -10.1% |
| 30D | -22.7% | -4.3% | -18.5% | -22.5% |
| 3M | +12.1% | +35.3% | -23.3% | +9.4% |
| 6M | +51.5% | +4.7% | +46.7% | +50.8% |
| YTD | +63.9% | +26.6% | +37.2% | +60.5% |
| 1Y | +76.6% | +18.3% | +58.2% | +73.7% |
| 3Y | +124.6% | +102.8% | +21.8% | +94.5% |
| 5Y | -42.7% | -48.9% | +6.2% | -47.3% |
| 10Y | +59.7% | +480.5% | -420.8% | -35.6% |
| All | +5,977.8% | +1,469.6% | +4,508.2% | +1,394.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling