-36.4%
GLXY vs BIYA
-99.9%
+63.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.4% | +4.9% | +6.2% |
| 7D | -0.5% | -7.8% | +7.2% | -0.6% |
| 30D | -28.6% | -38.5% | +9.9% | -28.8% |
| 3M | -28.1% | -59.5% | +31.5% | -28.3% |
| 6M | -52.0% | -89.2% | +37.2% | -52.2% |
| YTD | -35.1% | -97.1% | +62.0% | -31.5% |
| 1Y | -54.0% | -99.0% | +45.0% | -48.7% |
| All | -36.4% | -99.9% | +63.5% | -19.1% |
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