+208.4%
GLD vs BIL
+25.7%
+182.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -4.0% | 0.0% | -3.9% | -4.2% |
| 3M | -8.2% | +0.6% | -8.8% | -9.4% |
| 6M | -14.8% | +1.5% | -16.4% | -17.1% |
| YTD | -6.8% | +2.8% | -9.6% | -11.5% |
| 1Y | -2.4% | +3.3% | -5.7% | -8.4% |
| 3Y | +105.8% | +13.4% | +92.4% | +68.8% |
| 5Y | +113.3% | +19.8% | +93.5% | +63.5% |
| 10Y | +208.4% | +25.7% | +182.8% | +120.6% |
| All | +208.4% | +25.7% | +182.8% | +120.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling