+66.0%
BHP vs GFI
+45.3%
+20.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.0% |
| 7D | -5.0% | +3.1% | -8.1% | -6.0% |
| 30D | +1.2% | +27.1% | -25.9% | -6.2% |
| 3M | +1.8% | +21.2% | -19.3% | -4.8% |
| 6M | +18.0% | -4.5% | +22.5% | +16.2% |
| YTD | +52.7% | +11.7% | +41.0% | +47.6% |
| 1Y | +66.0% | +46.0% | +19.9% | +60.5% |
| All | +66.0% | +45.3% | +20.7% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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