-98.2%
BIYA vs GGLL
+80.0%
-178.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -2.0% |
| 7D | +1.3% | -4.8% | +6.1% | +0.9% |
| 30D | -21.0% | -13.7% | -7.3% | -22.0% |
| 3M | -74.3% | -21.9% | -52.5% | -75.8% |
| 6M | -84.6% | +11.7% | -96.3% | -84.4% |
| YTD | -94.2% | +2.3% | -96.4% | -94.2% |
| 1Y | -98.2% | +76.2% | -174.4% | -98.2% |
| All | -98.2% | +80.0% | -178.2% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling