-99.9%
BIYA vs GGLL
+144.8%
-244.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.4% | -0.7% |
| 7D | +10.0% | +11.5% | -1.5% | +10.4% |
| 30D | -17.7% | -31.2% | +13.5% | -18.9% |
| 3M | -55.0% | -28.7% | -26.4% | -55.6% |
| 6M | -85.1% | -47.2% | -37.9% | -86.0% |
| YTD | -96.9% | -24.3% | -72.6% | -96.9% |
| 1Y | -98.5% | -12.0% | -86.5% | -98.5% |
| All | -99.9% | +144.8% | -244.7% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling