+2,277.8%
GOOG vs BIL
+31.3%
+2,246.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -0.8% |
| 7D | +3.0% | +0.1% | +2.9% | +3.5% |
| 30D | -14.9% | +0.3% | -15.2% | -13.1% |
| 3M | -14.9% | +1.0% | -15.9% | -10.0% |
| 6M | -26.6% | +1.9% | -28.5% | -18.1% |
| YTD | -6.6% | +3.2% | -9.8% | +12.3% |
| 1Y | +5.1% | +3.7% | +1.4% | +30.1% |
| 3Y | +121.0% | +13.8% | +107.1% | +378.1% |
| 5Y | +97.3% | +20.3% | +77.0% | +506.9% |
| 10Y | +683.2% | +26.2% | +657.1% | +3,226.1% |
| All | +2,277.8% | +31.3% | +2,246.5% | +10,093.9% |
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