+24.8%
BIL vs GNRC
+2,120.5%
-2,095.7%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | +0.1% | +4.8% | -4.8% | +0.1% |
| 30D | +0.3% | -10.4% | +10.7% | +0.3% |
| 3M | +0.9% | -28.5% | +29.4% | +0.9% |
| 6M | +1.8% | -6.8% | +8.6% | +1.8% |
| YTD | +2.5% | +39.5% | -37.0% | +2.5% |
| 1Y | +3.7% | +3.4% | +0.3% | +3.7% |
| 3Y | +14.1% | +65.1% | -51.1% | +14.1% |
| 5Y | +19.4% | -57.1% | +76.5% | +19.4% |
| 10Y | +25.3% | +432.5% | -407.3% | +25.3% |
| All | +24.8% | +2,120.5% | -2,095.7% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling