+30.4%
BIL vs GPN
+373.3%
-343.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | 0.0% |
| 7D | +0.1% | -6.2% | +6.3% | +0.1% |
| 30D | +0.3% | +1.0% | -0.7% | +0.3% |
| 3M | +0.9% | +36.9% | -36.0% | +0.9% |
| 6M | +1.8% | +16.8% | -15.0% | +1.8% |
| YTD | +2.5% | +13.2% | -10.8% | +2.5% |
| 1Y | +3.7% | +1.4% | +2.2% | +3.7% |
| 3Y | +14.1% | -28.6% | +42.7% | +14.1% |
| 5Y | +19.4% | -47.0% | +66.4% | +19.4% |
| 10Y | +25.2% | +25.2% | +0.1% | +25.4% |
| All | +30.4% | +373.3% | -343.0% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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