+59.0%
ILMN vs GPC
+78.6%
-19.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.7% |
| 7D | -6.0% | -2.1% | -3.9% | -5.3% |
| 30D | -23.0% | -4.5% | -18.5% | -21.9% |
| 3M | +10.4% | -7.7% | +18.1% | +13.2% |
| 6M | +49.4% | +24.3% | +25.1% | +36.2% |
| YTD | +62.3% | +3.5% | +58.9% | +56.0% |
| 1Y | +73.7% | +0.7% | +72.9% | +68.6% |
| 3Y | +122.5% | 0.0% | +122.5% | +111.9% |
| 5Y | -43.2% | +5.8% | -49.0% | -47.1% |
| 10Y | +59.0% | +75.8% | -16.8% | +26.1% |
| All | +59.0% | +78.6% | -19.6% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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