+14.1%
BIL vs GFS
-20.2%
+34.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.1% | +2.6% | -2.6% | +0.1% |
| 30D | +0.3% | -16.4% | +16.7% | +0.3% |
| 3M | +0.9% | -41.6% | +42.5% | +0.9% |
| 6M | +1.8% | -3.7% | +5.5% | +1.8% |
| YTD | +2.5% | +29.3% | -26.9% | +2.5% |
| 1Y | +3.7% | +37.1% | -33.4% | +3.7% |
| 3Y | +14.1% | -22.1% | +36.2% | +14.1% |
| All | +14.1% | -20.2% | +34.3% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 3y: compounded portfolio wealth divided by compounded GFS 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…
3y analysis · Full analysis span regression · 6 months rolling