+38.9%
GD vs BIYA
-99.9%
+138.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.6% |
| 7D | -5.0% | -10.5% | +5.5% | -4.9% |
| 30D | +8.9% | -51.7% | +60.7% | +9.1% |
| 3M | -8.0% | -60.8% | +52.7% | -7.8% |
| 6M | +2.9% | -90.6% | +93.5% | +2.7% |
| YTD | +7.1% | -97.1% | +104.2% | +7.3% |
| 1Y | +5.9% | -99.1% | +105.0% | +5.8% |
| All | +38.9% | -99.9% | +138.8% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling