+30.3%
BIL vs GD
+600.8%
-570.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +0.1% | -5.3% | +5.3% | +0.1% |
| 30D | +0.3% | -6.4% | +6.8% | +0.3% |
| 3M | +0.9% | +5.7% | -4.8% | +1.0% |
| 6M | +1.8% | -0.9% | +2.8% | +1.8% |
| YTD | +2.4% | +8.2% | -5.7% | +2.5% |
| 1Y | +3.7% | +13.4% | -9.7% | +3.8% |
| 3Y | +14.2% | +68.5% | -54.3% | +14.3% |
| 5Y | +19.4% | +97.2% | -77.7% | +19.6% |
| 10Y | +25.2% | +190.2% | -165.0% | +25.5% |
| All | +30.3% | +600.8% | -570.4% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling