+124.4%
BHP vs GTLB
-50.1%
+174.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.2% |
| 7D | -3.6% | -5.7% | +2.1% | -3.2% |
| 30D | -1.2% | +15.1% | -16.3% | -2.3% |
| 3M | +1.2% | +65.5% | -64.3% | -2.7% |
| 6M | +21.4% | +102.9% | -81.5% | +14.4% |
| YTD | +50.4% | +25.2% | +25.2% | +46.8% |
| 1Y | +67.5% | -5.5% | +73.0% | +66.9% |
| 3Y | +72.8% | -10.9% | +83.7% | +68.8% |
| All | +124.4% | -50.1% | +174.6% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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