+233.0%
GM vs BIL
+25.2%
+207.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -1.1% | +0.1% | -1.1% | -1.0% |
| 30D | -3.4% | +0.3% | -3.7% | -3.0% |
| 3M | +8.7% | +0.9% | +7.8% | +10.2% |
| 6M | +15.4% | +1.8% | +13.6% | +18.3% |
| YTD | +6.6% | +2.5% | +4.1% | +10.0% |
| 1Y | +51.5% | +3.7% | +47.8% | +58.2% |
| 3Y | +169.3% | +14.1% | +155.3% | +211.9% |
| 5Y | +81.6% | +19.4% | +62.1% | +101.1% |
| All | +233.0% | +25.2% | +207.8% | +185.7% |
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 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