+12.6%
GTLB vs BIYA
-98.4%
+111.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | -9.7% | -4.0% | -5.6% | -9.6% |
| 30D | +1.7% | -15.0% | +16.7% | +1.6% |
| 3M | +43.6% | -58.1% | +101.7% | +44.3% |
| 6M | +113.0% | -90.0% | +203.0% | +109.6% |
| YTD | +39.5% | -96.9% | +136.5% | +32.7% |
| 1Y | +12.6% | -98.2% | +110.8% | +7.4% |
| All | +12.6% | -98.4% | +111.0% | +7.4% |
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