-54.1%
ILMN vs GPN
-46.4%
-7.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -1.8% |
| 7D | -3.9% | -6.2% | +2.4% | -1.5% |
| 30D | +6.9% | +1.0% | +5.9% | +6.4% |
| 3M | +28.1% | +36.9% | -8.8% | +12.3% |
| 6M | +65.0% | +16.8% | +48.2% | +52.8% |
| YTD | +56.3% | +13.2% | +43.1% | +45.0% |
| 1Y | +108.7% | +1.4% | +107.3% | +101.9% |
| 3Y | +33.1% | -28.6% | +61.7% | +46.9% |
| 5Y | -54.1% | -47.0% | -7.1% | -46.2% |
| All | -54.1% | -46.4% | -7.7% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling