-51.4%
ILMN vs GRMN
+75.1%
-126.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.2% | -2.9% | +4.1% | +2.6% |
| 30D | +9.2% | -8.4% | +17.6% | +13.5% |
| 3M | +29.8% | +15.0% | +14.8% | +20.4% |
| 6M | +69.2% | +11.2% | +58.0% | +58.3% |
| YTD | +66.4% | +37.7% | +28.7% | +38.8% |
| 1Y | +123.4% | +18.5% | +104.9% | +100.6% |
| 3Y | +33.2% | +175.8% | -142.6% | -33.8% |
| All | -51.4% | +75.1% | -126.5% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling