+5.8%
GD vs BHP
+49.1%
-43.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.0% |
| 7D | +1.9% | +2.5% | -0.6% | +1.7% |
| 30D | +9.2% | -5.2% | +14.4% | +9.6% |
| 3M | -7.5% | -8.7% | +1.3% | -7.0% |
| 6M | +5.8% | -6.9% | +12.6% | +5.7% |
| YTD | +9.8% | +39.0% | -29.2% | -1.5% |
| 1Y | +5.8% | +48.9% | -43.2% | -7.8% |
| All | +5.8% | +49.1% | -43.3% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling