-3.5%
GTLB vs BIYA
-98.7%
+95.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.1% |
| 7D | -4.1% | -1.3% | -2.8% | -4.1% |
| 30D | +12.3% | -15.9% | +28.3% | +12.5% |
| 3M | +65.9% | -81.2% | +147.1% | +65.1% |
| 6M | +104.0% | -88.2% | +192.2% | +96.1% |
| YTD | +26.0% | -94.1% | +120.2% | +20.2% |
| 1Y | -3.5% | -98.7% | +95.2% | -8.5% |
| All | -3.5% | -98.7% | +95.2% | -8.5% |
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 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