+30.3%
BIL vs GME
+218.8%
-188.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | +7.2% | -7.1% | +0.1% |
| 30D | +0.3% | +0.8% | -0.5% | +0.3% |
| 3M | +0.9% | -14.0% | +14.9% | +0.9% |
| 6M | +1.8% | -19.7% | +21.6% | +1.8% |
| YTD | +2.4% | -4.6% | +7.0% | +2.4% |
| 1Y | +3.7% | -14.3% | +18.1% | +3.7% |
| 3Y | +14.2% | +4.0% | +10.1% | +14.2% |
| 5Y | +19.4% | -62.2% | +81.6% | +19.4% |
| 10Y | +25.2% | +241.4% | -216.1% | +25.5% |
| All | +30.3% | +218.8% | -188.5% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling