-7.3%
GPN vs BIYA
-99.8%
+92.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | -4.3% | -1.8% | -2.6% | -4.3% |
| 30D | 0.0% | -17.5% | +17.5% | 0.0% |
| 3M | +35.8% | -78.0% | +113.8% | +34.9% |
| 6M | +22.0% | -89.5% | +111.5% | +21.4% |
| YTD | +15.2% | -94.3% | +109.5% | +14.2% |
| 1Y | +3.5% | -98.6% | +102.1% | +2.4% |
| All | -7.3% | -99.8% | +92.5% | -9.9% |
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