+415.8%
GS vs BIL
+30.3%
+385.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.3% |
| 7D | -6.3% | -0.3% | -6.1% | -8.3% |
| 30D | -3.1% | 0.0% | -3.1% | -3.3% |
| 3M | -17.7% | +0.3% | -18.0% | -15.5% |
| 6M | -4.6% | +1.2% | -5.8% | +5.3% |
| YTD | +0.3% | +2.4% | -2.1% | +22.2% |
| 1Y | +11.7% | +3.0% | +8.7% | +42.8% |
| 3Y | +183.6% | +13.1% | +170.4% | +693.8% |
| 5Y | +141.0% | +19.4% | +121.6% | +983.7% |
| 10Y | +507.4% | +25.2% | +482.3% | +4,118.8% |
| All | +415.8% | +30.3% | +385.5% | +3,937.7% |
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