+58.4%
GS vs BIYA
-99.9%
+158.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.6% | +1.2% | -6.4% |
| 7D | -6.3% | -10.6% | +4.2% | -6.4% |
| 30D | -3.1% | -19.4% | +16.3% | -3.1% |
| 3M | -17.7% | -61.5% | +43.9% | -18.0% |
| 6M | -4.6% | -91.5% | +87.0% | -4.8% |
| YTD | +0.3% | -97.2% | +97.5% | +1.3% |
| 1Y | +11.7% | -98.4% | +110.1% | +13.3% |
| All | +58.4% | -99.9% | +158.3% | +67.1% |
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