+56.0%
ILMN vs GRMN
+628.7%
-572.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.7% |
| 7D | -2.9% | -0.9% | -2.0% | -2.4% |
| 30D | -23.8% | +1.2% | -25.0% | -24.5% |
| 3M | +7.5% | -8.9% | +16.4% | +12.1% |
| 6M | +42.8% | +23.0% | +19.8% | +26.6% |
| YTD | +57.8% | +41.2% | +16.6% | +28.3% |
| 1Y | +72.6% | +47.5% | +25.1% | +37.1% |
| 3Y | +129.3% | +155.8% | -26.4% | +25.2% |
| 5Y | -44.5% | +120.2% | -164.7% | -67.9% |
| All | +56.0% | +628.7% | -572.7% | -51.5% |
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