+31.2%
BIL vs GRMN
+787.1%
-755.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | 0.0% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.3% | +3.5% | -3.2% | +0.3% |
| 3M | +0.9% | -7.3% | +8.2% | +0.9% |
| 6M | +1.8% | +21.8% | -19.9% | +1.8% |
| YTD | +3.1% | +42.8% | -39.7% | +3.1% |
| 1Y | +3.7% | +46.5% | -42.8% | +3.7% |
| 3Y | +13.8% | +158.3% | -144.5% | +13.8% |
| 5Y | +20.2% | +122.6% | -102.4% | +20.2% |
| 10Y | +26.1% | +638.0% | -611.9% | +26.2% |
| All | +31.2% | +787.1% | -755.8% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling