+25.2%
GFS vs BHP
+49.1%
-23.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.8% |
| 7D | +17.2% | +2.5% | +14.8% | +15.4% |
| 30D | -8.7% | -5.2% | -3.5% | -5.3% |
| 3M | -19.7% | -8.7% | -10.9% | -15.1% |
| 6M | -40.7% | -6.9% | -33.8% | -38.6% |
| YTD | +22.5% | +39.0% | -16.4% | -0.4% |
| 1Y | +25.2% | +48.9% | -23.7% | -1.5% |
| All | +25.2% | +49.1% | -23.9% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling