+25.7%
BIL vs GPC
+85.0%
-59.3%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | 0.0% | -1.8% | +1.8% | 0.0% |
| 3M | +0.6% | -6.6% | +7.2% | +0.6% |
| 6M | +1.5% | +21.3% | -19.8% | +1.5% |
| YTD | +2.8% | +4.3% | -1.5% | +2.8% |
| 1Y | +3.3% | +3.3% | +0.1% | +3.3% |
| 3Y | +13.4% | +0.8% | +12.6% | +13.4% |
| 5Y | +19.8% | +7.4% | +12.4% | +19.8% |
| 10Y | +25.7% | +79.2% | -53.6% | +25.7% |
| All | +25.7% | +85.0% | -59.3% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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