+39.8%
GD vs BIYA
-99.9%
+139.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.6% | +5.2% | -2.3% |
| 7D | -3.9% | -10.6% | +6.7% | -3.9% |
| 30D | +8.1% | -19.4% | +27.5% | +8.0% |
| 3M | -6.8% | -61.5% | +54.8% | -6.5% |
| 6M | +3.0% | -91.5% | +94.5% | +2.8% |
| YTD | +7.8% | -97.2% | +104.9% | +8.0% |
| 1Y | +5.8% | -98.4% | +104.2% | +6.0% |
| All | +39.8% | -99.9% | +139.7% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling