+180.8%
GE vs BIL
+30.4%
+150.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.8% |
| 7D | +7.1% | -0.3% | +7.4% | +6.0% |
| 30D | +6.5% | 0.0% | +6.5% | +6.4% |
| 3M | -13.6% | +0.3% | -13.9% | -12.5% |
| 6M | +6.0% | +1.2% | +4.7% | +11.2% |
| YTD | +5.4% | +2.5% | +2.9% | +15.9% |
| 1Y | +6.5% | +3.0% | +3.4% | +19.8% |
| 3Y | +268.6% | +13.2% | +255.4% | +509.7% |
| 5Y | +389.0% | +19.4% | +369.6% | +935.0% |
| 10Y | +163.3% | +25.2% | +138.1% | +605.8% |
| All | +180.8% | +30.4% | +150.5% | +637.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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