-7.3%
GPN vs BIYA
-99.8%
+92.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.8% |
| 7D | -3.5% | -1.3% | -2.2% | -3.5% |
| 30D | +3.1% | -15.9% | +19.1% | +3.1% |
| 3M | +42.3% | -81.2% | +123.5% | +41.1% |
| 6M | +20.9% | -88.2% | +109.1% | +20.5% |
| YTD | +15.2% | -94.1% | +109.4% | +14.2% |
| 1Y | +5.4% | -98.7% | +104.1% | +4.3% |
| 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 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