+70.8%
GD vs BHP
+76.8%
-6.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | -5.3% | -2.9% | -2.4% | -4.9% |
| 30D | -6.4% | +3.4% | -9.8% | -6.9% |
| 3M | +5.7% | +4.1% | +1.6% | +4.8% |
| 6M | -0.9% | +20.6% | -21.5% | -4.3% |
| YTD | +8.2% | +56.1% | -47.9% | -0.6% |
| 1Y | +13.4% | +69.6% | -56.2% | +2.6% |
| All | +70.8% | +76.8% | -6.0% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling