+129.3%
ILMN vs GPN
-12.5%
+141.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -2.2% |
| 7D | -2.9% | -5.6% | +2.8% | -1.8% |
| 30D | -23.8% | +13.6% | -37.4% | -27.5% |
| 3M | +7.5% | -2.8% | +10.3% | +7.3% |
| 6M | +42.8% | +38.1% | +4.7% | +25.4% |
| YTD | +57.8% | +19.9% | +37.9% | +44.2% |
| 1Y | +72.6% | +23.4% | +49.2% | +55.5% |
| 3Y | +129.3% | -12.6% | +142.0% | +91.0% |
| All | +129.3% | -12.5% | +141.8% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling