-20.1%
GFS vs BHP
+53.3%
-73.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -1.8% |
| 7D | +7.4% | -0.5% | +7.9% | +7.8% |
| 30D | -15.3% | -4.5% | -10.7% | -12.4% |
| 3M | -21.1% | -6.9% | -14.2% | -17.6% |
| 6M | -44.5% | -10.6% | -33.9% | -40.6% |
| YTD | +19.2% | +37.2% | -18.0% | -4.8% |
| 1Y | +27.2% | +48.0% | -20.8% | -3.6% |
| 3Y | -20.1% | +52.6% | -72.7% | -44.2% |
| All | -20.1% | +53.3% | -73.5% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling