+70.5%
ILMN vs GRMN
+693.0%
-622.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +2.5% |
| 7D | -2.6% | +6.4% | -8.9% | -5.7% |
| 30D | -20.6% | +8.7% | -29.4% | -24.1% |
| 3M | +17.5% | -5.8% | +23.2% | +20.5% |
| 6M | +55.6% | +22.5% | +33.1% | +38.3% |
| YTD | +68.3% | +45.6% | +22.7% | +35.0% |
| 1Y | +81.1% | +47.5% | +33.7% | +44.2% |
| 3Y | +112.2% | +166.2% | -54.1% | +13.7% |
| 5Y | -42.6% | +124.1% | -166.7% | -66.9% |
| 10Y | +70.5% | +668.0% | -597.6% | -47.9% |
| All | +70.5% | +693.0% | -622.5% | -47.9% |
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