+24.3%
ILMN vs GPN
+28.2%
-3.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -5.4% | -4.6% | -0.8% | -3.6% |
| 30D | +7.0% | -0.3% | +7.3% | +7.0% |
| 3M | +24.2% | +35.4% | -11.2% | +8.7% |
| 6M | +69.9% | +21.7% | +48.3% | +53.9% |
| YTD | +57.4% | +14.9% | +42.5% | +44.3% |
| 1Y | +107.9% | +3.2% | +104.7% | +98.4% |
| 3Y | +37.1% | -27.1% | +64.3% | +48.6% |
| 5Y | -53.7% | -44.4% | -9.3% | -45.3% |
| All | +24.3% | +28.2% | -3.9% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling