-98.2%
BIYA vs GWRE
-25.4%
-72.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -19.9% | +18.2% | +4.2% |
| 7D | +1.3% | -21.1% | +22.4% | +8.0% |
| 30D | -21.0% | +1.3% | -22.3% | -22.9% |
| 3M | -74.3% | +7.4% | -81.8% | -74.4% |
| 6M | -84.6% | +5.6% | -90.2% | -85.1% |
| YTD | -94.2% | -19.2% | -75.0% | -94.7% |
| 1Y | -98.2% | -25.1% | -73.1% | -98.4% |
| All | -98.2% | -25.4% | -72.8% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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