-0.8%
GFS vs BHP
+144.5%
-145.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +4.5% | +0.9% | +3.6% | +4.0% |
| 30D | -8.2% | +4.0% | -12.2% | -10.3% |
| 3M | -38.9% | +11.3% | -50.1% | -42.5% |
| 6M | -2.9% | +29.3% | -32.2% | -15.4% |
| YTD | +31.8% | +59.2% | -27.4% | +3.7% |
| 1Y | +43.1% | +80.8% | -37.7% | +5.7% |
| 3Y | -20.6% | +88.0% | -108.6% | -43.3% |
| All | -0.8% | +144.5% | -145.4% | -22.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling