-23.7%
GME vs BIYA
-99.8%
+76.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.4% | +2.7% | -2.3% | +0.4% |
| 30D | -1.4% | -18.7% | +17.3% | -1.4% |
| 3M | -15.1% | -72.0% | +56.9% | -15.1% |
| 6M | -22.5% | -86.4% | +63.9% | -22.0% |
| YTD | -5.9% | -94.2% | +88.2% | -5.2% |
| 1Y | -18.6% | -98.4% | +79.8% | -15.6% |
| All | -23.7% | -99.8% | +76.1% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling