-98.5%
BIYA vs GGLL
-11.0%
-87.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | +9.0% | +7.7% | +1.3% | +9.0% |
| 30D | -12.9% | -30.2% | +17.3% | -13.3% |
| 3M | -54.7% | -31.3% | -23.4% | -54.8% |
| 6M | -85.1% | -52.1% | -33.0% | -86.4% |
| YTD | -96.9% | -25.9% | -71.0% | -96.9% |
| 1Y | -98.5% | -8.5% | -90.1% | -98.6% |
| All | -98.5% | -11.0% | -87.5% | -98.6% |
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