-32.4%
GIS vs BIL
+14.1%
-46.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.8% |
| 7D | -7.8% | +0.1% | -7.9% | -8.6% |
| 30D | +6.6% | +0.3% | +6.2% | +3.4% |
| 3M | +21.0% | +0.9% | +20.0% | +11.7% |
| 6M | -9.1% | +1.8% | -10.9% | -20.9% |
| YTD | -13.6% | +2.4% | -16.1% | -27.6% |
| 1Y | -18.0% | +3.7% | -21.7% | -37.0% |
| All | -32.4% | +14.1% | -46.5% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling