+40.7%
ILMN vs GPC
-1.1%
+41.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +1.2% | +1.2% | 0.0% | +0.9% |
| 30D | +9.2% | +6.0% | +3.2% | +7.2% |
| 3M | +29.8% | +42.6% | -12.8% | +14.7% |
| 6M | +69.2% | +22.8% | +46.4% | +57.0% |
| YTD | +66.4% | +15.5% | +50.9% | +54.4% |
| 1Y | +123.4% | +2.0% | +121.4% | +118.0% |
| All | +40.7% | -1.1% | +41.8% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling