+118.8%
BHP vs GGLL
+328.7%
-209.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | -2.9% | -4.8% | +1.9% | -2.2% |
| 30D | +3.4% | -13.7% | +17.1% | +5.5% |
| 3M | +4.1% | -21.9% | +25.9% | +7.0% |
| 6M | +20.6% | +11.7% | +8.9% | +16.8% |
| YTD | +56.1% | +2.3% | +53.8% | +52.6% |
| 1Y | +69.6% | +76.2% | -6.6% | +52.1% |
| 3Y | +78.8% | +245.0% | -166.2% | +38.6% |
| All | +118.8% | +328.7% | -209.8% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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