+30.8%
BIL vs GPC
+357.0%
-326.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | 0.0% |
| 7D | +0.1% | +0.8% | -0.8% | +0.1% |
| 30D | 0.0% | -1.1% | +1.0% | 0.0% |
| 3M | +0.6% | -6.6% | +7.2% | +0.6% |
| 6M | +1.5% | +22.2% | -20.7% | +1.5% |
| YTD | +2.8% | +5.1% | -2.3% | +2.8% |
| 1Y | +3.3% | +2.8% | +0.5% | +3.3% |
| 3Y | +13.4% | +2.4% | +11.0% | +13.4% |
| 5Y | +19.8% | +7.8% | +12.1% | +19.9% |
| 10Y | +25.6% | +87.2% | -61.6% | +25.8% |
| All | +30.8% | +357.0% | -326.3% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling