-6.3%
GTLB vs BIYA
-99.9%
+93.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.7% | +9.0% | -9.8% | -0.9% |
| 30D | -10.2% | -12.9% | +2.7% | -9.9% |
| 3M | +10.1% | -54.7% | +64.8% | +11.4% |
| 6M | +116.5% | -85.1% | +201.5% | +113.3% |
| YTD | +27.2% | -96.9% | +124.1% | +26.8% |
| 1Y | +8.6% | -98.5% | +107.1% | +13.3% |
| All | -6.3% | -99.9% | +93.6% | +8.0% |
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