+7.8%
GFS vs BIYA
-99.9%
+107.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | +9.0% | -1.6% | +7.3% |
| 30D | -15.3% | -12.9% | -2.3% | -15.2% |
| 3M | -21.1% | -54.7% | +33.6% | -20.9% |
| 6M | -44.5% | -85.1% | +40.6% | -44.7% |
| YTD | +19.2% | -96.9% | +116.1% | +19.4% |
| 1Y | +27.2% | -98.5% | +125.8% | +29.0% |
| All | +7.8% | -99.9% | +107.6% | +12.0% |
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