+24.3%
ILMN vs GNRC
+448.8%
-424.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.4% | +1.7% |
| 7D | -5.4% | -0.2% | -5.2% | -5.3% |
| 30D | +7.0% | -15.7% | +22.8% | +12.5% |
| 3M | +24.2% | -27.3% | +51.5% | +34.9% |
| 6M | +69.9% | -12.1% | +82.0% | +70.7% |
| YTD | +57.4% | +37.1% | +20.3% | +33.9% |
| 1Y | +107.9% | -0.5% | +108.3% | +95.0% |
| 3Y | +37.1% | +61.5% | -24.4% | +5.3% |
| 5Y | -53.7% | -58.6% | +4.9% | -47.9% |
| All | +24.3% | +448.8% | -424.5% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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