+30.4%
BIL vs GEN
+333.2%
-302.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | 0.0% |
| 7D | -0.3% | +2.3% | -2.5% | -0.3% |
| 30D | 0.0% | +33.1% | -33.1% | 0.0% |
| 3M | +0.3% | +6.5% | -6.2% | +0.3% |
| 6M | +1.2% | +53.8% | -52.5% | +1.3% |
| YTD | +2.5% | +11.2% | -8.8% | +2.5% |
| 1Y | +3.0% | +19.4% | -16.3% | +3.1% |
| 3Y | +13.2% | +81.0% | -67.9% | +13.2% |
| 5Y | +19.4% | +33.4% | -14.0% | +19.5% |
| 10Y | +25.2% | +164.3% | -139.1% | +25.4% |
| All | +30.4% | +333.2% | -302.8% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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