+7,652.3%
BHP vs GFI
+650.5%
+7,001.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | 0.0% |
| 7D | -3.6% | -4.9% | +1.2% | -2.7% |
| 30D | -1.2% | +10.7% | -11.9% | -3.1% |
| 3M | +1.2% | +25.6% | -24.4% | -3.2% |
| 6M | +21.4% | -8.3% | +29.7% | +22.5% |
| YTD | +50.4% | +6.3% | +44.1% | +47.2% |
| 1Y | +67.5% | +22.1% | +45.4% | +58.5% |
| 3Y | +72.8% | +289.2% | -216.4% | +28.4% |
| 5Y | +112.6% | +531.7% | -419.1% | +39.9% |
| 10Y | +481.7% | +1,043.8% | -562.1% | +202.8% |
| All | +7,652.3% | +650.5% | +7,001.8% | +3,231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling