-99.8%
BIYA vs GPC
+17.9%
-117.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +1.6% |
| 7D | +2.7% | +0.2% | +2.5% | +2.5% |
| 30D | -18.7% | -0.4% | -18.3% | -18.8% |
| 3M | -72.0% | +39.2% | -111.2% | -74.1% |
| 6M | -86.4% | +18.2% | -104.6% | -86.2% |
| YTD | -94.2% | +12.1% | -106.3% | -94.0% |
| 1Y | -98.4% | -0.7% | -97.8% | -98.3% |
| All | -99.8% | +17.9% | -117.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling