+177.4%
GD vs BHP
+363.1%
-185.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.5% | +1.2% |
| 7D | -3.0% | +3.5% | -6.5% | -4.0% |
| 30D | +9.3% | -4.5% | +13.8% | +10.5% |
| 3M | -7.2% | -6.4% | -0.8% | -5.9% |
| 6M | +5.5% | -0.1% | +5.5% | +4.2% |
| YTD | +9.5% | +43.0% | -33.5% | -3.6% |
| 1Y | +6.4% | +56.5% | -50.1% | -8.9% |
| 3Y | +59.8% | +62.0% | -2.2% | +32.3% |
| 5Y | +98.0% | +130.4% | -32.4% | +38.3% |
| 10Y | +177.4% | +349.1% | -171.7% | +50.6% |
| All | +177.4% | +363.1% | -185.7% | +50.6% |
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