+93.9%
ILMN vs GRMN
+40.7%
+53.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.5% | -11.4% | -5.9% |
| 7D | -21.6% | +6.1% | -27.7% | -22.2% |
| 30D | -22.9% | +1.3% | -24.1% | -23.0% |
| 3M | +11.6% | -5.6% | +17.2% | +12.4% |
| 6M | +62.5% | +22.2% | +40.4% | +57.0% |
| YTD | +72.7% | +44.3% | +28.4% | +56.8% |
| 1Y | +93.9% | +43.1% | +50.8% | +77.3% |
| All | +93.9% | +40.7% | +53.2% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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