+480.2%
GLD vs BIL
+30.3%
+449.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.9% | -0.3% | +2.1% | +2.2% |
| 30D | -1.8% | 0.0% | -1.8% | -1.8% |
| 3M | -3.6% | +0.3% | -3.9% | -4.1% |
| 6M | -10.2% | +1.2% | -11.4% | -11.6% |
| YTD | -5.3% | +2.4% | -7.7% | -8.2% |
| 1Y | +2.5% | +3.0% | -0.6% | -1.4% |
| 3Y | +103.2% | +13.1% | +90.1% | +75.0% |
| 5Y | +121.1% | +19.4% | +101.7% | +78.9% |
| 10Y | +201.9% | +25.2% | +176.7% | +131.5% |
| All | +480.2% | +30.3% | +449.8% | +348.3% |
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