+170.6%
GD vs BHP
+345.2%
-174.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.4% |
| 7D | +0.6% | +2.4% | -1.8% | 0.0% |
| 30D | +9.5% | -5.4% | +14.8% | +10.9% |
| 3M | -5.8% | -6.9% | +1.0% | -4.4% |
| 6M | +7.7% | -4.3% | +12.1% | +7.9% |
| YTD | +11.1% | +41.6% | -30.6% | -2.0% |
| 1Y | +6.1% | +53.3% | -47.2% | -8.7% |
| 3Y | +59.8% | +58.4% | +1.5% | +33.2% |
| 5Y | +104.6% | +121.3% | -16.6% | +45.1% |
| 10Y | +170.6% | +349.0% | -178.4% | +47.0% |
| All | +170.6% | +345.2% | -174.6% | +47.0% |
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