+93.9%
ILMN vs GPN
+20.6%
+73.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -5.0% |
| 7D | -21.6% | +15.0% | -36.6% | -21.5% |
| 30D | -22.9% | +16.9% | -39.8% | -23.0% |
| 3M | +11.6% | +9.2% | +2.4% | +12.2% |
| 6M | +62.5% | +34.7% | +27.8% | +57.7% |
| YTD | +72.7% | +25.4% | +47.3% | +68.3% |
| 1Y | +93.9% | +21.7% | +72.1% | +89.7% |
| All | +93.9% | +20.6% | +73.2% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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