+7.0%
GD vs BHP
+51.6%
-44.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.6% |
| 7D | -1.9% | +3.8% | -5.7% | -2.1% |
| 30D | +10.9% | -6.5% | +17.4% | +11.4% |
| 3M | -6.8% | -8.5% | +1.8% | -6.3% |
| 6M | +7.0% | -2.2% | +9.2% | +6.5% |
| YTD | +11.1% | +40.0% | -28.9% | -0.1% |
| 1Y | +7.0% | +51.3% | -44.3% | -6.0% |
| All | +7.0% | +51.6% | -44.5% | -6.0% |
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 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