-98.2%
BIYA vs GGLL
-11.6%
-86.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.5% | -9.8% | -3.0% |
| 7D | -4.0% | -23.1% | +19.1% | -4.6% |
| 30D | -15.0% | -32.9% | +17.9% | -15.9% |
| 3M | -58.1% | -44.9% | -13.2% | -59.3% |
| 6M | -90.0% | -49.5% | -40.5% | -90.8% |
| YTD | -96.9% | -28.9% | -68.0% | -96.9% |
| 1Y | -98.2% | -12.2% | -86.0% | -98.0% |
| All | -98.2% | -11.6% | -86.6% | -98.0% |
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