+20.2%
BIL vs GFS
-9.0%
+29.2%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | +17.2% | -17.1% | +0.1% |
| 30D | +0.3% | -8.7% | +9.1% | +0.3% |
| 3M | +0.9% | -19.7% | +20.6% | +0.9% |
| 6M | +1.8% | -40.7% | +42.5% | +1.8% |
| YTD | +3.1% | +22.5% | -19.4% | +3.1% |
| 1Y | +3.7% | +25.2% | -21.5% | +3.7% |
| 3Y | +13.8% | -17.7% | +31.5% | +13.8% |
| 5Y | +20.2% | -23.5% | +43.8% | +20.2% |
| All | +20.2% | -9.0% | +29.2% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling