+205.0%
GLD vs BIL
+25.2%
+179.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.7% | -0.3% | +5.0% | +4.9% |
| 30D | -0.9% | 0.0% | -0.9% | -1.1% |
| 3M | -4.4% | +0.3% | -4.7% | -5.2% |
| 6M | -13.6% | +1.2% | -14.8% | -15.5% |
| YTD | -6.0% | +2.5% | -8.5% | -10.4% |
| 1Y | +1.8% | +3.0% | -1.3% | -4.2% |
| 3Y | +103.2% | +13.2% | +90.0% | +67.2% |
| 5Y | +119.3% | +19.4% | +99.9% | +68.7% |
| All | +205.0% | +25.2% | +179.8% | +119.4% |
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