-98.8%
BIYA vs GGLL
-16.8%
-82.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.4% |
| 7D | -7.8% | +6.3% | -14.1% | -7.7% |
| 30D | -38.5% | -35.1% | -3.4% | -38.7% |
| 3M | -59.5% | -37.7% | -21.9% | -59.8% |
| 6M | -89.2% | -54.1% | -35.1% | -90.1% |
| YTD | -97.1% | -29.4% | -67.7% | -97.1% |
| All | -98.8% | -16.8% | -82.0% | -98.8% |
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