+476.4%
BHP vs GFI
+1,066.8%
-590.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | 0.0% |
| 7D | -3.6% | -4.9% | +1.2% | -2.8% |
| 30D | -1.2% | +10.7% | -11.9% | -3.0% |
| 3M | +1.2% | +25.6% | -24.4% | -3.0% |
| 6M | +21.4% | -8.3% | +29.7% | +22.2% |
| YTD | +50.4% | +6.3% | +44.1% | +47.6% |
| 1Y | +67.5% | +22.1% | +45.4% | +59.8% |
| 3Y | +72.8% | +289.2% | -216.4% | +34.1% |
| 5Y | +112.6% | +531.7% | -419.1% | +50.2% |
| All | +476.4% | +1,066.8% | -590.4% | +291.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling