+17.7%
GFS vs BIYA
-98.4%
+116.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.3% | -2.7% | -6.0% |
| 7D | -12.5% | -4.0% | -8.5% | -12.5% |
| 30D | -16.9% | -15.0% | -1.9% | -17.0% |
| 3M | -22.3% | -58.1% | +35.8% | -22.3% |
| 6M | -40.2% | -90.0% | +49.8% | -40.6% |
| YTD | +16.0% | -96.9% | +112.9% | +14.2% |
| 1Y | +17.7% | -98.2% | +115.9% | +15.5% |
| All | +17.7% | -98.4% | +116.0% | +15.5% |
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 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