-99.8%
BIYA vs GWRE
-26.5%
-73.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | -1.8% | -13.2% | +11.5% | +2.8% |
| 30D | -17.5% | -18.6% | +1.1% | -13.3% |
| 3M | -78.0% | +18.9% | -96.9% | -77.6% |
| 6M | -89.5% | -11.0% | -78.5% | -89.2% |
| YTD | -94.3% | -29.9% | -64.4% | -93.9% |
| 1Y | -98.6% | -44.3% | -54.2% | -98.4% |
| All | -99.8% | -26.5% | -73.3% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling