-32.2%
GIS vs BIL
+19.8%
-52.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +10.1% | 0.0% | +10.1% | +9.8% |
| 3M | -3.7% | +0.6% | -4.2% | -5.2% |
| 6M | +4.3% | +1.5% | +2.8% | +1.5% |
| YTD | -19.8% | +2.8% | -22.6% | -22.4% |
| 1Y | -20.5% | +3.3% | -23.8% | -23.2% |
| 3Y | -38.3% | +13.4% | -51.7% | -31.7% |
| 5Y | -32.2% | +19.8% | -52.0% | -16.6% |
| All | -32.2% | +19.8% | -52.0% | -16.6% |
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