+143.4%
GLW vs BIYA
-99.9%
+243.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.4% | +7.9% | +9.3% |
| 7D | -5.9% | -7.8% | +1.9% | -6.1% |
| 30D | -26.0% | -38.5% | +12.5% | -26.8% |
| 3M | -29.9% | -59.5% | +29.6% | -30.9% |
| 6M | -37.8% | -89.2% | +51.4% | -38.1% |
| YTD | +33.1% | -97.1% | +130.2% | +35.8% |
| 1Y | +36.8% | -99.0% | +135.8% | +42.1% |
| All | +143.4% | -99.9% | +243.2% | +156.3% |
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