-16.4%
GFS vs BHP
+111.8%
-128.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +5.3% |
| 7D | -7.8% | +0.9% | -8.8% | -8.3% |
| 30D | -19.7% | -6.3% | -13.4% | -16.8% |
| 3M | -23.1% | -7.1% | -16.0% | -20.2% |
| 6M | -46.4% | -3.2% | -43.2% | -45.6% |
| YTD | +11.0% | +37.9% | -26.9% | -5.7% |
| 1Y | +12.6% | +49.7% | -37.0% | -8.2% |
| 3Y | -24.9% | +51.7% | -76.6% | -40.6% |
| 5Y | -39.1% | +122.0% | -161.1% | -47.2% |
| All | -16.4% | +111.8% | -128.2% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling