+213.3%
GLD vs BHP
+509.4%
-296.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.5% | -2.0% |
| 7D | +0.7% | +1.3% | -0.5% | +0.5% |
| 30D | +0.3% | +4.0% | -3.7% | -0.3% |
| 3M | +0.6% | +12.3% | -11.7% | -1.1% |
| 6M | -15.6% | +30.8% | -46.4% | -18.8% |
| YTD | +0.9% | +58.8% | -57.9% | -5.1% |
| 1Y | +19.4% | +76.8% | -57.5% | +10.9% |
| 3Y | +124.5% | +87.5% | +37.0% | +106.2% |
| 5Y | +138.9% | +123.9% | +15.0% | +114.8% |
| 10Y | +213.3% | +504.4% | -291.1% | +156.2% |
| All | +213.3% | +509.4% | -296.2% | +156.2% |
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