-55.2%
GLXY vs BIYA
-98.4%
+43.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -3.3% | -13.7% | -17.0% |
| 7D | -26.8% | -4.0% | -22.8% | -26.9% |
| 30D | -38.3% | -15.0% | -23.3% | -38.2% |
| 3M | -36.9% | -58.1% | +21.2% | -37.6% |
| 6M | -52.1% | -90.0% | +37.9% | -52.2% |
| YTD | -37.5% | -96.9% | +59.4% | -34.1% |
| 1Y | -55.2% | -98.2% | +43.0% | -53.0% |
| All | -55.2% | -98.4% | +43.2% | -53.0% |
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