+11.0%
GS vs BIYA
-98.5%
+109.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | +5.1% | +10.0% | -4.9% | +5.3% |
| 30D | +2.4% | -17.7% | +20.1% | +2.2% |
| 3M | -11.5% | -55.0% | +43.5% | -12.1% |
| 6M | -2.5% | -85.1% | +82.6% | -3.1% |
| YTD | +5.5% | -96.9% | +102.3% | +6.7% |
| 1Y | +11.0% | -98.5% | +109.5% | +14.6% |
| All | +11.0% | -98.5% | +109.6% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling