-30.1%
GDDY vs BIYA
-98.3%
+68.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.2% |
| 7D | +3.7% | +1.3% | +2.3% | +3.7% |
| 30D | +10.4% | -21.0% | +31.4% | +10.6% |
| 3M | +19.4% | -74.3% | +93.7% | +19.9% |
| 6M | +14.3% | -84.6% | +98.9% | +14.7% |
| YTD | -18.4% | -94.2% | +75.8% | -18.6% |
| 1Y | -30.1% | -98.2% | +68.1% | -27.2% |
| All | -30.1% | -98.3% | +68.2% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling