+55.3%
GWW vs BIYA
-99.9%
+155.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +3.6% | +9.0% | -5.5% | +3.5% |
| 30D | +12.1% | -12.9% | +25.1% | +12.2% |
| 3M | +12.9% | -54.7% | +67.6% | +13.1% |
| 6M | +19.3% | -85.1% | +104.4% | +19.2% |
| YTD | +48.7% | -96.9% | +145.6% | +49.2% |
| 1Y | +60.5% | -98.5% | +159.0% | +61.5% |
| All | +55.3% | -99.9% | +155.2% | +57.7% |
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