+25.0%
BIL vs GWRE
+749.2%
-724.2%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | 0.0% |
| 7D | +0.1% | -26.2% | +26.3% | +0.1% |
| 30D | +0.3% | -17.8% | +18.0% | +0.3% |
| 3M | +0.9% | +14.2% | -13.3% | +0.9% |
| 6M | +1.8% | -12.9% | +14.7% | +1.8% |
| YTD | +2.5% | -29.2% | +31.7% | +2.5% |
| 1Y | +3.7% | -44.4% | +48.1% | +3.7% |
| 3Y | +14.1% | +51.1% | -37.0% | +14.1% |
| 5Y | +19.4% | +16.5% | +2.9% | +19.4% |
| 10Y | +25.2% | +131.6% | -106.4% | +25.3% |
| All | +25.0% | +749.2% | -724.2% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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