-46.4%
ILMN vs GTLB
-49.8%
+3.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | -6.0% | -9.6% | +3.6% | -4.0% |
| 30D | -23.0% | -15.5% | -7.5% | -20.2% |
| 3M | +10.4% | +12.4% | -2.0% | +7.7% |
| 6M | +49.4% | +84.6% | -35.1% | +30.0% |
| YTD | +62.3% | +26.1% | +36.3% | +51.0% |
| 1Y | +73.7% | +1.7% | +72.0% | +68.5% |
| 3Y | +122.5% | +6.1% | +116.4% | +102.2% |
| 5Y | -43.2% | -61.1% | +18.0% | -49.4% |
| All | -46.4% | -49.8% | +3.4% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling