+129.3%
ILMN vs GRMN
+155.8%
-26.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -2.9% | -0.9% | -2.0% | -2.6% |
| 30D | -23.8% | +1.2% | -25.0% | -24.2% |
| 3M | +7.5% | -8.9% | +16.4% | +10.4% |
| 6M | +42.8% | +23.0% | +19.8% | +32.5% |
| YTD | +57.8% | +41.2% | +16.6% | +38.2% |
| 1Y | +72.6% | +47.5% | +25.1% | +48.7% |
| 3Y | +129.3% | +155.8% | -26.4% | +53.0% |
| All | +129.3% | +155.8% | -26.5% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling