+33.9%
GRMN vs BIYA
-99.8%
+133.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.2% | +2.7% | -2.5% | +0.2% |
| 30D | -11.3% | -18.7% | +7.4% | -11.3% |
| 3M | +17.7% | -72.0% | +89.7% | +17.5% |
| 6M | +14.2% | -86.4% | +100.5% | +14.6% |
| YTD | +37.0% | -94.2% | +131.2% | +39.3% |
| 1Y | +17.0% | -98.4% | +115.4% | +23.3% |
| All | +33.9% | -99.8% | +133.7% | +44.5% |
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 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