+36.3%
GLD vs BIYA
-99.9%
+136.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.9% |
| 7D | +4.9% | -7.8% | +12.7% | +4.9% |
| 30D | -1.3% | -38.5% | +37.2% | -1.8% |
| 3M | -4.8% | -59.5% | +54.8% | -5.4% |
| 6M | -12.5% | -89.2% | +76.7% | -12.9% |
| YTD | -4.2% | -97.1% | +92.9% | -5.1% |
| 1Y | +3.0% | -99.0% | +102.1% | +1.5% |
| All | +36.3% | -99.9% | +136.2% | +33.0% |
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