+248.3%
GLW vs BIYA
-99.8%
+348.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +14.0% | +2.7% | +11.3% | +14.1% |
| 30D | +0.4% | -18.7% | +19.1% | -0.1% |
| 3M | -11.3% | -72.0% | +60.7% | -11.3% |
| 6M | +35.1% | -86.4% | +121.5% | +37.6% |
| YTD | +90.5% | -94.2% | +184.7% | +96.1% |
| 1Y | +132.0% | -98.4% | +230.5% | +143.9% |
| All | +248.3% | -99.8% | +348.1% | +270.3% |
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