+14.1%
BIL vs GTLB
-8.4%
+22.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | 0.0% |
| 7D | +0.1% | +4.6% | -4.5% | +0.1% |
| 30D | +0.3% | +21.0% | -20.7% | +0.3% |
| 3M | +0.9% | +51.7% | -50.8% | +0.9% |
| 6M | +1.8% | +89.3% | -87.5% | +1.8% |
| YTD | +2.5% | +25.6% | -23.2% | +2.5% |
| 1Y | +3.7% | -1.5% | +5.2% | +3.7% |
| 3Y | +14.1% | -9.9% | +24.0% | +14.1% |
| All | +14.1% | -8.4% | +22.5% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling