+10.8%
GFS vs BIYA
-99.9%
+110.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +17.2% | +10.0% | +7.2% | +17.2% |
| 30D | -8.7% | -17.7% | +9.0% | -8.7% |
| 3M | -19.7% | -55.0% | +35.4% | -19.4% |
| 6M | -40.7% | -85.1% | +44.4% | -40.9% |
| YTD | +22.5% | -96.9% | +119.4% | +22.8% |
| 1Y | +25.2% | -98.5% | +123.7% | +26.9% |
| All | +10.8% | -99.9% | +110.6% | +15.1% |
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