-51.4%
ILMN vs GPC
+30.9%
-82.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | +1.2% | +1.2% | 0.0% | +0.8% |
| 30D | +9.2% | +6.0% | +3.2% | +6.7% |
| 3M | +29.8% | +42.6% | -12.8% | +11.4% |
| 6M | +69.2% | +22.8% | +46.4% | +54.1% |
| YTD | +66.4% | +15.5% | +50.9% | +52.3% |
| 1Y | +123.4% | +2.0% | +121.4% | +116.6% |
| 3Y | +33.2% | -1.4% | +34.6% | +26.8% |
| All | -51.4% | +30.9% | -82.3% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling