-25.2%
GIS vs BHP
+112.0%
-137.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.3% | +2.3% | -2.8% |
| 7D | -8.4% | -3.7% | -4.7% | -8.3% |
| 30D | -5.2% | -0.8% | -4.3% | -5.2% |
| 3M | +8.2% | +7.6% | +0.6% | +7.8% |
| 6M | -12.0% | +20.8% | -32.8% | -13.1% |
| YTD | -18.9% | +50.8% | -69.6% | -21.0% |
| 1Y | -23.6% | +70.9% | -94.5% | -26.4% |
| 3Y | -37.6% | +78.0% | -115.6% | -40.4% |
| 5Y | -25.2% | +113.1% | -138.3% | -28.9% |
| All | -25.2% | +112.0% | -137.2% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling