+188.5%
GD vs BHP
+368.2%
-179.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | -5.0% | +0.9% | -5.9% | -5.3% |
| 30D | +8.9% | -6.3% | +15.2% | +10.7% |
| 3M | -8.0% | -7.1% | -0.9% | -6.6% |
| 6M | +2.9% | -3.2% | +6.1% | +2.6% |
| YTD | +7.1% | +37.9% | -30.8% | -4.9% |
| 1Y | +5.9% | +49.7% | -43.8% | -8.3% |
| 3Y | +53.9% | +51.7% | +2.2% | +29.8% |
| 5Y | +95.4% | +122.0% | -26.6% | +37.6% |
| All | +188.5% | +368.2% | -179.7% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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