+10.3%
GLXY vs BIYA
-99.8%
+110.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.6% | -7.0% |
| 7D | +4.5% | +2.7% | +1.8% | +4.5% |
| 30D | +28.8% | -16.7% | +45.5% | +28.6% |
| 3M | -23.0% | -74.6% | +51.6% | -23.1% |
| 6M | +17.0% | -85.4% | +102.4% | +15.8% |
| YTD | +12.5% | -94.2% | +106.7% | +18.9% |
| 1Y | -5.4% | -98.6% | +93.2% | +12.3% |
| All | +10.3% | -99.8% | +110.1% | +40.5% |
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