+76.6%
ILMN vs GTLB
+2.0%
+74.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | -9.8% | -10.9% | +1.1% | -8.0% |
| 30D | -22.7% | -15.3% | -7.4% | -20.4% |
| 3M | +12.1% | +14.6% | -2.5% | +11.5% |
| 6M | +51.5% | +79.6% | -28.1% | +42.1% |
| YTD | +63.9% | +24.3% | +39.5% | +55.3% |
| 1Y | +76.6% | +1.0% | +75.5% | +68.1% |
| All | +76.6% | +2.0% | +74.6% | +68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling