-22.6%
GME vs BIYA
-99.8%
+77.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.4% |
| 7D | +7.2% | +1.3% | +5.9% | +7.2% |
| 30D | +0.8% | -21.0% | +21.8% | +0.9% |
| 3M | -14.0% | -74.3% | +60.4% | -14.0% |
| 6M | -19.7% | -84.6% | +64.9% | -19.3% |
| YTD | -4.6% | -94.2% | +89.6% | -3.9% |
| 1Y | -14.3% | -98.2% | +83.9% | -11.5% |
| All | -22.6% | -99.8% | +77.2% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling