+239.5%
GM vs BIL
+25.8%
+213.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.1% |
| 30D | +3.6% | +0.3% | +3.2% | +3.8% |
| 3M | -0.2% | +1.0% | -1.2% | +0.5% |
| 6M | +13.9% | +1.9% | +12.0% | +15.8% |
| YTD | +6.5% | +3.2% | +3.3% | +9.3% |
| 1Y | +20.7% | +3.7% | +17.0% | +24.4% |
| 3Y | +229.5% | +13.8% | +215.6% | +272.7% |
| 5Y | +41.5% | +20.3% | +21.2% | +64.1% |
| 10Y | +204.8% | +26.2% | +178.6% | +245.9% |
| All | +239.5% | +25.8% | +213.8% | +284.7% |
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 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