-48.4%
ILMN vs GTLB
-50.8%
+2.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.1% | -2.5% |
| 7D | -3.9% | -6.6% | +2.7% | -2.5% |
| 30D | +6.9% | +13.7% | -6.9% | +3.9% |
| 3M | +28.1% | +52.9% | -24.8% | +16.5% |
| 6M | +65.0% | +88.5% | -23.5% | +42.1% |
| YTD | +56.3% | +23.4% | +32.8% | +45.8% |
| 1Y | +108.7% | -3.8% | +112.5% | +103.9% |
| 3Y | +33.1% | -11.5% | +44.6% | +25.2% |
| All | -48.4% | -50.8% | +2.5% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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