+1,045.4%
ILMN vs GPC
+1,486.1%
-440.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.1% |
| 7D | +1.2% | +1.2% | 0.0% | +0.6% |
| 30D | +9.2% | +6.0% | +3.2% | +5.8% |
| 3M | +29.8% | +42.6% | -12.8% | +6.3% |
| 6M | +69.2% | +22.8% | +46.4% | +49.1% |
| YTD | +66.4% | +15.5% | +50.9% | +48.9% |
| 1Y | +123.4% | +2.0% | +121.4% | +113.2% |
| 3Y | +33.2% | -1.4% | +34.6% | +25.0% |
| 5Y | -52.0% | +30.6% | -82.6% | -62.0% |
| 10Y | +33.6% | +80.6% | -47.0% | -20.9% |
| All | +1,045.4% | +1,486.1% | -440.7% | +79.4% |
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 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