-99.8%
BIYA vs GPC
+21.4%
-121.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.4% |
| 7D | +1.3% | +1.2% | +0.1% | +0.6% |
| 30D | -21.0% | +6.0% | -26.9% | -23.8% |
| 3M | -74.3% | +42.6% | -116.9% | -76.6% |
| 6M | -84.6% | +22.8% | -107.4% | -84.7% |
| YTD | -94.2% | +15.5% | -109.6% | -94.1% |
| 1Y | -98.2% | +2.0% | -100.3% | -98.1% |
| All | -99.8% | +21.4% | -121.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling