+127.1%
GIS vs BIL
+30.8%
+96.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.7% |
| 7D | +0.4% | +0.1% | +0.3% | +0.5% |
| 30D | +10.1% | 0.0% | +10.1% | +10.0% |
| 3M | -3.7% | +0.6% | -4.2% | -2.6% |
| 6M | +4.3% | +1.5% | +2.8% | +7.2% |
| YTD | -19.8% | +2.8% | -22.6% | -15.6% |
| 1Y | -20.5% | +3.3% | -23.8% | -15.4% |
| 3Y | -38.3% | +13.4% | -51.7% | -21.4% |
| 5Y | -32.2% | +19.8% | -52.0% | -3.5% |
| 10Y | -18.0% | +25.6% | -43.6% | +29.4% |
| All | +127.1% | +30.8% | +96.3% | +274.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling