-7.8%
GFS vs BHP
+113.4%
-121.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.5% |
| 7D | +17.2% | +2.5% | +14.8% | +15.8% |
| 30D | -8.7% | -5.2% | -3.5% | -6.0% |
| 3M | -19.7% | -8.7% | -10.9% | -15.9% |
| 6M | -40.7% | -6.9% | -33.8% | -38.6% |
| YTD | +22.5% | +39.0% | -16.4% | +3.7% |
| 1Y | +25.2% | +48.9% | -23.7% | +2.3% |
| 3Y | -17.7% | +55.4% | -73.0% | -35.4% |
| 5Y | -23.5% | +119.2% | -142.8% | -35.0% |
| All | -7.8% | +113.4% | -121.2% | -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 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