+72.6%
ILMN vs GPC
-0.7%
+73.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -2.9% | +0.4% | -3.3% | -2.9% |
| 30D | -23.8% | -6.3% | -17.5% | -23.4% |
| 3M | +7.5% | -8.2% | +15.6% | +8.2% |
| 6M | +42.8% | +27.1% | +15.7% | +37.5% |
| YTD | +57.8% | +3.1% | +54.7% | +47.7% |
| 1Y | +72.6% | +0.1% | +72.5% | +64.9% |
| All | +72.6% | -0.7% | +73.3% | +64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling