-19.4%
GFS vs BHP
+76.8%
-96.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.7% |
| 7D | +1.0% | -2.9% | +3.9% | +2.9% |
| 30D | -8.6% | +3.4% | -12.0% | -10.9% |
| 3M | -46.5% | +4.1% | -50.6% | -48.2% |
| 6M | -4.8% | +20.6% | -25.4% | -16.7% |
| YTD | +29.7% | +56.1% | -26.4% | -3.7% |
| 1Y | +35.8% | +69.6% | -33.8% | -4.7% |
| All | -19.4% | +76.8% | -96.1% | -47.4% |
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