+69.3%
GE vs BIYA
-99.9%
+169.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -2.0% | +1.4% |
| 7D | +4.0% | +2.5% | +1.5% | +4.0% |
| 30D | +11.1% | -22.3% | +33.3% | +11.2% |
| 3M | -6.7% | -54.8% | +48.1% | -6.4% |
| 6M | +14.3% | -86.5% | +100.7% | +14.0% |
| YTD | +11.7% | -96.8% | +108.6% | +14.0% |
| 1Y | +10.9% | -98.6% | +109.5% | +14.8% |
| All | +69.3% | -99.9% | +169.1% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling