+223.8%
GLW vs BIYA
-99.8%
+323.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +5.6% |
| 7D | +3.8% | +1.3% | +2.4% | +3.8% |
| 30D | -1.3% | -21.0% | +19.6% | -1.9% |
| 3M | -21.8% | -74.3% | +52.5% | -21.8% |
| 6M | +6.9% | -84.6% | +91.5% | +8.7% |
| YTD | +77.2% | -94.2% | +171.3% | +82.4% |
| 1Y | +123.2% | -98.2% | +221.5% | +134.0% |
| All | +223.8% | -99.8% | +323.6% | +244.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling