+6,970.9%
BHP vs GAP
+2,131.7%
+4,839.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.1% |
| 7D | -0.5% | -1.9% | +1.4% | -0.1% |
| 30D | -4.5% | -7.1% | +2.5% | -3.3% |
| 3M | -6.9% | +4.1% | -11.0% | -8.2% |
| 6M | -10.6% | +1.9% | -12.5% | -12.0% |
| YTD | +37.2% | -15.2% | +52.4% | +39.1% |
| 1Y | +48.0% | -10.6% | +58.7% | +48.2% |
| 3Y | +52.6% | +74.6% | -22.0% | +23.8% |
| 5Y | +116.5% | +3.7% | +112.8% | +84.7% |
| 10Y | +334.9% | +2.4% | +332.5% | +224.9% |
| All | +6,970.9% | +2,131.7% | +4,839.2% | +3,271.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 all: compounded portfolio wealth divided by compounded GAP 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…
all analysis · Full analysis span regression · 6 months rolling