-99.8%
BIYA vs GFI
+124.1%
-223.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.6% |
| 7D | +2.7% | +4.7% | -2.0% | +4.9% |
| 30D | -16.7% | +14.4% | -31.1% | -10.8% |
| 3M | -74.6% | +32.5% | -107.1% | -69.7% |
| 6M | -85.4% | -7.2% | -78.2% | -84.6% |
| YTD | -94.2% | +10.9% | -105.0% | -93.5% |
| 1Y | -98.6% | +35.5% | -134.0% | -98.2% |
| All | -99.8% | +124.1% | -223.9% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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