+1,018.6%
ILMN vs GPC
+1,310.6%
-291.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.1% |
| 7D | -9.7% | +1.6% | -11.3% | -10.5% |
| 30D | -20.4% | -2.1% | -18.3% | -19.9% |
| 3M | +10.0% | -6.8% | +16.8% | +13.4% |
| 6M | +49.5% | +18.6% | +30.9% | +33.7% |
| YTD | +62.5% | +2.7% | +59.8% | +53.6% |
| 1Y | +76.0% | +1.8% | +74.2% | +67.1% |
| 3Y | +94.2% | +1.1% | +93.1% | +78.4% |
| 5Y | -46.3% | +4.1% | -50.4% | -52.2% |
| 10Y | +62.7% | +88.2% | -25.5% | -8.7% |
| All | +1,018.6% | +1,310.6% | -291.9% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling