+136.9%
BHP vs GTLB
-50.0%
+186.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.1% | +2.1% |
| 7D | +1.3% | +4.6% | -3.3% | +0.9% |
| 30D | +4.0% | +21.0% | -17.0% | +2.4% |
| 3M | +12.3% | +51.7% | -39.4% | +8.6% |
| 6M | +30.8% | +89.3% | -58.5% | +23.9% |
| YTD | +58.8% | +25.6% | +33.1% | +54.9% |
| 1Y | +76.8% | -1.5% | +78.4% | +75.6% |
| 3Y | +87.5% | -9.9% | +97.4% | +83.0% |
| All | +136.9% | -50.0% | +186.9% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling