+1,463.7%
GIS vs BHP
+8,048.4%
-6,584.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | -8.3% | +1.3% | -9.5% | -8.4% |
| 30D | +2.2% | +4.0% | -1.8% | +1.7% |
| 3M | +15.7% | +12.3% | +3.4% | +14.1% |
| 6M | -12.0% | +30.8% | -42.8% | -14.7% |
| YTD | -15.0% | +58.8% | -73.7% | -19.4% |
| 1Y | -20.1% | +76.8% | -97.0% | -25.3% |
| 3Y | -34.6% | +87.5% | -122.1% | -39.6% |
| 5Y | -22.8% | +123.9% | -146.7% | -31.0% |
| 10Y | -18.5% | +504.4% | -522.9% | -36.3% |
| All | +1,463.7% | +8,048.4% | -6,584.8% | +721.3% |
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