+19,851.2%
GD vs BHP
+7,909.4%
+11,941.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | -5.3% | -2.9% | -2.4% | -4.6% |
| 30D | -6.4% | +3.4% | -9.8% | -7.3% |
| 3M | +5.7% | +4.1% | +1.6% | +4.3% |
| 6M | -0.9% | +20.6% | -21.5% | -6.1% |
| YTD | +8.2% | +56.1% | -47.9% | -3.9% |
| 1Y | +13.4% | +69.6% | -56.2% | -1.4% |
| 3Y | +68.5% | +78.8% | -10.3% | +42.5% |
| 5Y | +97.2% | +113.1% | -15.9% | +56.0% |
| 10Y | +190.2% | +505.9% | -315.7% | +75.3% |
| All | +19,851.2% | +7,909.4% | +11,941.9% | +7,404.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling