+643.2%
GEV vs BIL
+10.8%
+632.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.4% |
| 7D | +8.1% | +0.1% | +8.0% | +9.9% |
| 30D | -1.9% | +0.3% | -2.2% | +4.6% |
| 3M | +4.1% | +0.9% | +3.2% | +27.5% |
| 6M | +23.2% | +1.8% | +21.4% | +82.6% |
| YTD | +48.9% | +2.5% | +46.4% | +147.0% |
| 1Y | +62.2% | +3.7% | +58.5% | +246.9% |
| All | +643.2% | +10.8% | +632.3% | +9,417.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling