+59.7%
ILMN vs GPC
+85.0%
-25.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.4% |
| 7D | -9.8% | +0.4% | -10.1% | -9.9% |
| 30D | -22.7% | -1.8% | -20.9% | -22.4% |
| 3M | +12.1% | -6.6% | +18.6% | +14.4% |
| 6M | +51.5% | +21.3% | +30.1% | +39.3% |
| YTD | +63.9% | +4.3% | +59.6% | +57.0% |
| 1Y | +76.6% | +3.3% | +73.3% | +69.8% |
| 3Y | +124.6% | +0.8% | +123.8% | +113.3% |
| 5Y | -42.7% | +7.4% | -50.1% | -46.9% |
| 10Y | +59.7% | +79.2% | -19.6% | +26.4% |
| All | +59.7% | +85.0% | -25.3% | +26.4% |
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