+59.8%
ILMN vs GPC
+85.6%
-25.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.9% |
| 7D | -9.7% | +1.6% | -11.3% | -10.2% |
| 30D | -20.4% | -2.1% | -18.3% | -20.1% |
| 3M | +10.0% | -6.8% | +16.8% | +12.3% |
| 6M | +49.5% | +18.6% | +30.9% | +38.5% |
| YTD | +62.5% | +2.7% | +59.8% | +56.5% |
| 1Y | +76.0% | +1.8% | +74.2% | +70.0% |
| 3Y | +94.2% | +1.1% | +93.1% | +84.0% |
| 5Y | -46.3% | +4.1% | -50.4% | -49.7% |
| All | +59.8% | +85.6% | -25.8% | +17.8% |
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