+30.3%
BIL vs GD
+598.2%
-567.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | -0.3% | -3.9% | +3.6% | -0.3% |
| 30D | 0.0% | +8.1% | -8.1% | 0.0% |
| 3M | +0.3% | -6.8% | +7.1% | +0.3% |
| 6M | +1.2% | +3.0% | -1.8% | +1.2% |
| YTD | +2.4% | +7.8% | -5.3% | +2.4% |
| 1Y | +3.0% | +5.8% | -2.8% | +3.0% |
| 3Y | +13.1% | +55.3% | -42.2% | +13.2% |
| 5Y | +19.4% | +96.7% | -77.3% | +19.5% |
| 10Y | +25.2% | +195.4% | -170.2% | +25.4% |
| All | +30.3% | +598.2% | -567.9% | +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