+104.1%
GLD vs BIL
+20.3%
+83.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -5.5% | +0.3% | -5.8% | -6.2% |
| 3M | -10.9% | +1.0% | -11.9% | -12.7% |
| 6M | -17.4% | +1.9% | -19.3% | -20.3% |
| YTD | -10.3% | +3.2% | -13.5% | -16.0% |
| 1Y | -7.2% | +3.7% | -10.9% | -14.3% |
| 3Y | +96.9% | +13.8% | +83.1% | +48.2% |
| All | +104.1% | +20.3% | +83.8% | +25.2% |
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