-45.9%
ILMN vs GTLB
-50.5%
+4.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | -9.8% | -10.9% | +1.1% | -7.5% |
| 30D | -22.7% | -15.3% | -7.4% | -19.9% |
| 3M | +12.1% | +14.6% | -2.5% | +8.9% |
| 6M | +51.5% | +79.6% | -28.1% | +32.6% |
| YTD | +63.9% | +24.3% | +39.5% | +52.9% |
| 1Y | +76.6% | +1.0% | +75.5% | +71.5% |
| 3Y | +124.6% | +4.6% | +120.0% | +104.7% |
| 5Y | -42.7% | -63.7% | +21.0% | -48.7% |
| All | -45.9% | -50.5% | +4.6% | -51.8% |
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