+25.3%
BIL vs GRMN
+677.8%
-652.4%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | 0.0% |
| 7D | +0.1% | +2.4% | -2.4% | +0.1% |
| 30D | +0.3% | -8.5% | +8.8% | +0.3% |
| 3M | +0.9% | +19.5% | -18.5% | +0.9% |
| 6M | +1.8% | +21.2% | -19.4% | +1.8% |
| YTD | +2.5% | +41.0% | -38.5% | +2.5% |
| 1Y | +3.7% | +19.6% | -15.9% | +3.7% |
| 3Y | +14.1% | +183.8% | -169.7% | +14.1% |
| 5Y | +19.5% | +83.0% | -63.5% | +19.5% |
| All | +25.3% | +677.8% | -652.4% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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