+33.8%
GLD vs BIYA
-99.9%
+133.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | +4.7% | -10.5% | +15.2% | +4.6% |
| 30D | -0.9% | -51.7% | +50.8% | -1.6% |
| 3M | -4.4% | -60.8% | +56.4% | -5.1% |
| 6M | -13.6% | -90.6% | +77.0% | -14.1% |
| YTD | -6.0% | -97.1% | +91.1% | -6.8% |
| 1Y | +1.8% | -99.1% | +100.8% | +0.2% |
| All | +33.8% | -99.9% | +133.6% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling