+57.7%
GEV vs BIL
+3.7%
+53.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +1.0% |
| 7D | +3.3% | +0.1% | +3.2% | +5.9% |
| 30D | -7.5% | +0.3% | -7.8% | +2.1% |
| 3M | -2.2% | +0.9% | -3.1% | +28.4% |
| 6M | +12.1% | +1.8% | +10.3% | +76.9% |
| YTD | +44.4% | +2.4% | +41.9% | +136.5% |
| 1Y | +57.7% | +3.7% | +53.9% | +227.6% |
| All | +57.7% | +3.7% | +53.9% | +227.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling