-20.8%
GIS vs BIL
+25.2%
-46.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.1% |
| 7D | -8.4% | +0.1% | -8.5% | -8.5% |
| 30D | -5.2% | +0.3% | -5.5% | -5.9% |
| 3M | +8.2% | +0.9% | +7.3% | +6.0% |
| 6M | -12.0% | +1.8% | -13.8% | -15.0% |
| YTD | -18.9% | +2.5% | -21.3% | -22.5% |
| 1Y | -23.6% | +3.7% | -27.3% | -28.6% |
| 3Y | -37.6% | +14.1% | -51.7% | -49.8% |
| 5Y | -25.2% | +19.4% | -44.6% | -47.7% |
| All | -20.8% | +25.2% | -46.1% | -53.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling