+70.5%
ILMN vs GPC
+93.7%
-23.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +2.8% |
| 7D | -2.6% | +0.8% | -3.4% | -2.8% |
| 30D | -20.6% | -1.1% | -19.6% | -20.5% |
| 3M | +17.5% | -6.6% | +24.1% | +19.9% |
| 6M | +55.6% | +22.2% | +33.4% | +42.7% |
| YTD | +68.3% | +5.1% | +63.3% | +60.8% |
| 1Y | +81.1% | +2.8% | +78.3% | +74.5% |
| 3Y | +112.2% | +2.4% | +109.8% | +100.2% |
| 5Y | -42.6% | +7.8% | -50.4% | -46.9% |
| 10Y | +70.5% | +87.2% | -16.8% | +29.9% |
| All | +70.5% | +93.7% | -23.2% | +29.9% |
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