-19.6%
GME vs BIYA
-99.8%
+80.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.3% |
| 7D | +4.8% | +2.7% | +2.1% | +4.8% |
| 30D | +5.9% | -16.7% | +22.5% | +5.9% |
| 3M | -10.7% | -74.6% | +63.9% | -10.7% |
| 6M | -19.8% | -85.4% | +65.6% | -19.3% |
| YTD | -0.9% | -94.2% | +93.2% | -0.2% |
| 1Y | -15.7% | -98.6% | +82.9% | -12.2% |
| All | -19.6% | -99.8% | +80.1% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling