+2,300.8%
GOOG vs BIL
+31.3%
+2,269.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.8% | +0.1% | +4.8% | +5.3% |
| 30D | -15.5% | +0.3% | -15.8% | -13.9% |
| 3M | -13.7% | +0.9% | -14.6% | -8.9% |
| 6M | -23.0% | +1.8% | -24.8% | -14.2% |
| YTD | -5.7% | +3.1% | -8.8% | +13.1% |
| 1Y | +3.0% | +3.7% | -0.7% | +27.4% |
| 3Y | +122.4% | +13.8% | +108.6% | +380.5% |
| 5Y | +99.2% | +20.2% | +79.0% | +511.4% |
| 10Y | +690.8% | +26.1% | +664.7% | +3,250.5% |
| All | +2,300.8% | +31.3% | +2,269.6% | +10,166.6% |
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