+246.5%
GM vs BIL
+24.9%
+221.6%
-60.0%
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% | +0.9% |
| 7D | +1.9% | +0.1% | +1.8% | +2.0% |
| 30D | -1.4% | +0.3% | -1.7% | -1.0% |
| 3M | +5.9% | +0.9% | +5.0% | +6.9% |
| 6M | +12.4% | +1.8% | +10.6% | +14.3% |
| YTD | +8.6% | +2.4% | +6.2% | +11.0% |
| 1Y | +52.6% | +3.7% | +48.9% | +57.5% |
| 3Y | +169.7% | +14.2% | +155.5% | +207.0% |
| 5Y | +87.5% | +19.4% | +68.1% | +116.0% |
| 10Y | +233.0% | +25.2% | +207.7% | +275.1% |
| All | +246.5% | +24.9% | +221.6% | +290.0% |
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