+25.7%
BIL vs GD
+180.8%
-155.2%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | +0.1% | -1.9% | +2.0% | +0.1% |
| 30D | 0.0% | +10.9% | -10.9% | 0.0% |
| 3M | +0.6% | -6.8% | +7.4% | +0.6% |
| 6M | +1.5% | +7.0% | -5.5% | +1.5% |
| YTD | +2.8% | +11.1% | -8.3% | +2.8% |
| 1Y | +3.3% | +7.0% | -3.7% | +3.3% |
| 3Y | +13.4% | +59.9% | -46.5% | +13.4% |
| 5Y | +19.8% | +102.5% | -82.6% | +19.9% |
| 10Y | +25.7% | +174.0% | -148.4% | +25.8% |
| All | +25.7% | +180.8% | -155.2% | +25.8% |
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