-21.1%
GIS vs BHP
+496.8%
-517.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -6.4% | -3.6% | -2.8% | -6.1% |
| 30D | -6.1% | -1.2% | -4.9% | -6.0% |
| 3M | +7.8% | +1.2% | +6.6% | +7.6% |
| 6M | -8.8% | +21.4% | -30.2% | -10.6% |
| YTD | -19.1% | +50.4% | -69.5% | -22.4% |
| 1Y | -24.8% | +67.5% | -92.3% | -28.7% |
| 3Y | -37.6% | +72.8% | -110.4% | -41.4% |
| 5Y | -25.4% | +112.6% | -138.0% | -32.3% |
| All | -21.1% | +496.8% | -517.9% | -39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling