+65.2%
GS vs BIYA
-99.9%
+165.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +4.7% |
| 7D | +0.8% | -7.8% | +8.6% | +0.8% |
| 30D | +1.2% | -38.5% | +39.7% | +1.0% |
| 3M | -12.4% | -59.5% | +47.1% | -12.7% |
| 6M | -2.3% | -89.2% | +86.9% | -2.7% |
| YTD | +4.6% | -97.1% | +101.7% | +5.7% |
| 1Y | +17.5% | -99.0% | +116.5% | +21.0% |
| All | +65.2% | -99.9% | +165.1% | +74.3% |
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