+25.3%
BIL vs GNRC
+448.8%
-423.5%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | 0.0% |
| 7D | +0.1% | -0.2% | +0.2% | +0.1% |
| 30D | +0.3% | -15.7% | +16.0% | +0.3% |
| 3M | +0.9% | -27.3% | +28.3% | +0.9% |
| 6M | +1.8% | -12.1% | +13.9% | +1.8% |
| YTD | +2.5% | +37.1% | -34.6% | +2.5% |
| 1Y | +3.7% | -0.5% | +4.2% | +3.7% |
| 3Y | +14.1% | +61.5% | -47.4% | +14.1% |
| 5Y | +19.5% | -58.6% | +78.0% | +19.5% |
| All | +25.3% | +448.8% | -423.5% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling