+14.1%
BIL vs GME
+4.1%
+10.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | +0.3% | -1.4% | +1.7% | +0.3% |
| 3M | +0.9% | -15.1% | +16.0% | +0.9% |
| 6M | +1.8% | -22.5% | +24.3% | +1.8% |
| YTD | +2.5% | -5.9% | +8.4% | +2.5% |
| 1Y | +3.7% | -18.6% | +22.3% | +3.7% |
| 3Y | +14.1% | +6.7% | +7.4% | +14.1% |
| All | +14.1% | +4.1% | +10.0% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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