+82.9%
BHP vs GTLB
-12.2%
+95.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | +0.9% | -6.6% | +7.5% | +1.3% |
| 30D | +4.0% | +13.7% | -9.7% | +3.0% |
| 3M | +11.3% | +52.9% | -41.7% | +7.9% |
| 6M | +29.3% | +88.5% | -59.2% | +23.1% |
| YTD | +59.2% | +23.4% | +35.8% | +57.1% |
| 1Y | +80.8% | -3.8% | +84.7% | +82.8% |
| All | +82.9% | -12.2% | +95.1% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling