+123.4%
ILMN vs GRMN
+18.2%
+105.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.2% | -2.9% | +4.1% | +1.8% |
| 30D | +9.2% | -8.4% | +17.6% | +11.0% |
| 3M | +29.8% | +15.0% | +14.8% | +25.5% |
| 6M | +69.2% | +11.2% | +58.0% | +64.6% |
| YTD | +66.4% | +37.7% | +28.7% | +49.7% |
| 1Y | +123.4% | +18.5% | +104.9% | +106.4% |
| All | +123.4% | +18.2% | +105.2% | +106.4% |
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