+3,223.4%
ILMN vs GPN
+2,611.5%
+611.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | +1.2% | +0.8% | +0.4% | +0.9% |
| 30D | +9.2% | +5.8% | +3.4% | +6.6% |
| 3M | +29.8% | +37.0% | -7.1% | +13.3% |
| 6M | +69.2% | +20.1% | +49.1% | +54.4% |
| YTD | +66.4% | +20.4% | +46.0% | +49.9% |
| 1Y | +123.4% | +7.4% | +116.0% | +109.6% |
| 3Y | +33.2% | -26.1% | +59.3% | +42.3% |
| 5Y | -52.0% | -38.5% | -13.4% | -46.3% |
| 10Y | +33.6% | +28.4% | +5.2% | +4.5% |
| All | +3,223.4% | +2,611.5% | +611.9% | +912.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling