-17.3%
GIS vs BIL
+25.6%
-43.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | +6.6% | 0.0% | +6.6% | +6.4% |
| 3M | -8.1% | +0.6% | -8.7% | -9.5% |
| 6M | +4.9% | +1.5% | +3.4% | +1.8% |
| YTD | -21.4% | +2.8% | -24.2% | -25.1% |
| 1Y | -21.6% | +3.3% | -25.0% | -26.0% |
| 3Y | -39.3% | +13.4% | -52.7% | -49.4% |
| 5Y | -33.2% | +19.8% | -53.0% | -51.3% |
| 10Y | -17.3% | +25.7% | -43.0% | -48.0% |
| All | -17.3% | +25.6% | -43.0% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling