+51.6%
BHP vs FGI
+41.8%
+9.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +3.8% | -4.1% | +7.9% | +3.8% |
| 30D | -6.5% | -3.4% | -3.1% | -6.5% |
| 3M | -8.5% | +61.8% | -70.3% | -8.2% |
| 6M | -2.2% | +17.0% | -19.2% | -1.8% |
| YTD | +40.0% | +31.4% | +8.6% | +36.8% |
| All | +51.6% | +41.8% | +9.7% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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