+2.8%
GLD vs BIYA
-98.4%
+101.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.3% | +6.9% | +3.6% |
| 7D | -0.3% | -4.0% | +3.8% | -0.3% |
| 30D | -1.9% | -15.0% | +13.1% | -1.8% |
| 3M | -0.4% | -58.1% | +57.7% | -1.2% |
| 6M | -10.2% | -90.0% | +79.8% | -11.0% |
| YTD | -6.0% | -96.9% | +90.9% | -7.8% |
| 1Y | +2.8% | -98.2% | +101.0% | +0.5% |
| All | +2.8% | -98.4% | +101.2% | +0.5% |
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