+144.7%
GIS vs BIL
+30.4%
+114.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.4% |
| 7D | -7.8% | +0.1% | -7.9% | -7.7% |
| 30D | +6.6% | +0.3% | +6.2% | +7.2% |
| 3M | +21.0% | +0.9% | +20.0% | +23.0% |
| 6M | -9.1% | +1.8% | -10.9% | -5.9% |
| YTD | -13.6% | +2.4% | -16.1% | -9.6% |
| 1Y | -18.0% | +3.7% | -21.7% | -12.2% |
| 3Y | -33.7% | +14.2% | -47.8% | -14.2% |
| 5Y | -19.4% | +19.4% | -38.8% | +13.9% |
| 10Y | -21.3% | +25.2% | -46.5% | +23.4% |
| All | +144.7% | +30.4% | +114.3% | +300.7% |
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