-3.9%
GLD vs BIYA
-98.6%
+94.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -1.1% |
| 7D | -2.0% | +2.5% | -4.5% | -1.9% |
| 30D | -4.4% | -22.3% | +17.8% | -4.7% |
| 3M | -8.9% | -54.8% | +45.9% | -9.5% |
| 6M | -16.0% | -86.5% | +70.5% | -16.3% |
| YTD | -7.9% | -96.8% | +89.0% | -10.5% |
| 1Y | -3.9% | -98.6% | +94.8% | -7.8% |
| All | -3.9% | -98.6% | +94.7% | -7.8% |
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