+125.0%
BHP vs GTLB
-49.8%
+174.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.4% | -5.5% |
| 7D | -3.7% | -4.1% | +0.4% | -3.5% |
| 30D | -0.8% | +12.3% | -13.2% | -1.8% |
| 3M | +7.6% | +65.9% | -58.3% | +3.4% |
| 6M | +20.8% | +104.0% | -83.2% | +13.8% |
| YTD | +50.8% | +26.0% | +24.7% | +47.1% |
| 1Y | +70.9% | -3.5% | +74.4% | +70.0% |
| 3Y | +78.0% | -9.6% | +87.7% | +73.7% |
| All | +125.0% | -49.8% | +174.8% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling