-22.8%
GIS vs BIL
+19.4%
-42.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.3% | +0.1% | -8.4% | -8.4% |
| 30D | +2.2% | +0.3% | +1.9% | +1.7% |
| 3M | +15.7% | +0.9% | +14.8% | +14.4% |
| 6M | -12.0% | +1.8% | -13.8% | -13.0% |
| YTD | -15.0% | +2.5% | -17.4% | -15.9% |
| 1Y | -20.1% | +3.7% | -23.8% | -21.0% |
| 3Y | -34.6% | +14.1% | -48.7% | -19.7% |
| 5Y | -22.8% | +19.4% | -42.3% | +3.1% |
| All | -22.8% | +19.4% | -42.3% | +3.1% |
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