+6,071.4%
ILMN vs GME
+1,082.6%
+4,988.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +1.2% | +7.2% | -6.0% | +0.7% |
| 30D | +9.2% | +0.8% | +8.4% | +9.1% |
| 3M | +29.8% | -14.0% | +43.8% | +31.3% |
| 6M | +69.2% | -19.7% | +88.9% | +71.8% |
| YTD | +66.4% | -4.6% | +71.0% | +66.6% |
| 1Y | +123.4% | -14.3% | +137.8% | +125.3% |
| 3Y | +33.2% | +4.0% | +29.1% | +21.4% |
| 5Y | -52.0% | -62.2% | +10.2% | -54.8% |
| 10Y | +33.6% | +241.4% | -207.8% | -41.6% |
| All | +6,071.4% | +1,082.6% | +4,988.8% | +1,451.1% |
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