+27.6%
ILMN vs GRMN
+633.1%
-605.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.0% |
| 7D | +1.9% | +0.2% | +1.7% | +1.8% |
| 30D | +12.3% | -11.3% | +23.6% | +19.1% |
| 3M | +33.5% | +17.7% | +15.8% | +21.6% |
| 6M | +69.4% | +14.2% | +55.2% | +55.5% |
| YTD | +60.9% | +37.0% | +23.9% | +33.1% |
| 1Y | +115.0% | +17.0% | +98.0% | +92.6% |
| 3Y | +37.0% | +183.2% | -146.2% | -30.7% |
| 5Y | -53.1% | +77.3% | -130.4% | -69.6% |
| 10Y | +27.6% | +630.9% | -603.3% | -63.7% |
| All | +27.6% | +633.1% | -605.6% | -63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling