-2.7%
GFS vs BHP
+143.8%
-146.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.2% |
| 7D | +2.6% | +1.3% | +1.4% | +1.9% |
| 30D | -16.4% | +4.0% | -20.4% | -18.3% |
| 3M | -41.6% | +12.3% | -53.9% | -45.4% |
| 6M | -3.7% | +30.8% | -34.5% | -16.5% |
| YTD | +29.3% | +58.8% | -29.5% | +1.9% |
| 1Y | +37.1% | +76.8% | -39.7% | +2.4% |
| 3Y | -22.1% | +87.5% | -109.6% | -44.3% |
| All | -2.7% | +143.8% | -146.5% | -24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling