+30.8%
BIL vs GME
+323.2%
-292.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.1% | +4.8% | -4.7% | +0.1% |
| 30D | 0.0% | -4.3% | +4.2% | 0.0% |
| 3M | +0.6% | +35.3% | -34.7% | +0.6% |
| 6M | +1.5% | +4.7% | -3.2% | +1.5% |
| YTD | +2.8% | +26.6% | -23.9% | +2.8% |
| 1Y | +3.3% | +18.3% | -15.0% | +3.3% |
| 3Y | +13.4% | +102.8% | -89.4% | +13.5% |
| 5Y | +19.8% | -48.9% | +68.8% | +19.9% |
| 10Y | +25.7% | +480.5% | -454.8% | +26.0% |
| All | +30.8% | +323.2% | -292.4% | +31.0% |
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