+185.7%
GS vs BIL
+19.4%
+166.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +0.9% | +0.1% | +0.9% | +1.1% |
| 30D | -1.6% | +0.3% | -1.9% | -0.7% |
| 3M | -4.5% | +0.9% | -5.4% | -2.2% |
| 6M | +20.9% | +1.8% | +19.0% | +25.1% |
| YTD | +19.9% | +2.4% | +17.4% | +24.7% |
| 1Y | +41.4% | +3.7% | +37.7% | +48.5% |
| 3Y | +239.2% | +14.2% | +225.0% | +209.6% |
| All | +185.7% | +19.4% | +166.3% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling