-99.8%
BIYA vs GAP
+9.1%
-108.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.3% |
| 7D | -1.3% | -6.3% | +5.0% | 0.0% |
| 30D | -15.9% | -0.2% | -15.7% | -16.3% |
| 3M | -81.2% | 0.0% | -81.3% | -81.5% |
| 6M | -88.2% | -8.1% | -80.1% | -88.4% |
| YTD | -94.1% | -16.5% | -77.7% | -94.1% |
| 1Y | -98.7% | -10.5% | -88.2% | -98.7% |
| All | -99.8% | +9.1% | -108.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling