-9.1%
GTLB vs BIYA
-99.8%
+90.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -6.6% | +2.7% | -9.3% | -6.6% |
| 30D | +13.7% | -16.7% | +30.4% | +14.2% |
| 3M | +52.9% | -74.6% | +127.5% | +52.7% |
| 6M | +88.5% | -85.4% | +173.9% | +82.9% |
| YTD | +23.4% | -94.2% | +117.6% | +22.1% |
| 1Y | -3.8% | -98.6% | +94.7% | +3.6% |
| All | -9.1% | -99.8% | +90.7% | +4.0% |
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