-17.4%
GIS vs BHP
+53.4%
-70.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +5.4% |
| 7D | +8.5% | -2.5% | +11.0% | +8.1% |
| 30D | +15.3% | -7.7% | +23.0% | +14.6% |
| 3M | +0.9% | -6.4% | +7.3% | +0.6% |
| 6M | +7.9% | +5.2% | +2.8% | +8.1% |
| YTD | -17.6% | +38.3% | -55.9% | -13.8% |
| 1Y | -17.4% | +53.4% | -70.8% | -11.5% |
| All | -17.4% | +53.4% | -70.8% | -11.5% |
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