+32.2%
GRMN vs BIYA
-99.8%
+132.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.3% |
| 7D | -1.4% | +2.7% | -4.1% | -1.4% |
| 30D | -13.1% | -16.7% | +3.6% | -13.0% |
| 3M | +14.9% | -74.6% | +89.6% | +14.8% |
| 6M | +13.1% | -85.4% | +98.5% | +13.3% |
| YTD | +35.3% | -94.2% | +129.5% | +37.5% |
| 1Y | +16.0% | -98.6% | +114.6% | +22.7% |
| All | +32.2% | -99.8% | +132.0% | +42.6% |
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