+25.2%
BIL vs GD
+190.6%
-165.4%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | 0.0% |
| 7D | -0.3% | -5.0% | +4.7% | -0.3% |
| 30D | 0.0% | +8.9% | -8.9% | 0.0% |
| 3M | +0.3% | -8.0% | +8.4% | +0.3% |
| 6M | +1.2% | +2.9% | -1.7% | +1.2% |
| YTD | +2.5% | +7.1% | -4.6% | +2.5% |
| 1Y | +3.0% | +5.9% | -2.9% | +3.1% |
| 3Y | +13.2% | +53.9% | -40.7% | +13.2% |
| 5Y | +19.4% | +95.4% | -76.0% | +19.5% |
| All | +25.2% | +190.6% | -165.4% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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