+206.1%
GLD vs BHP
+333.8%
-127.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.4% |
| 7D | -4.6% | -0.5% | -4.1% | -4.5% |
| 30D | -5.5% | -4.5% | -0.9% | -4.8% |
| 3M | -10.9% | -6.9% | -4.0% | -9.9% |
| 6M | -17.4% | -10.6% | -6.9% | -16.1% |
| YTD | -10.3% | +37.2% | -47.5% | -13.8% |
| 1Y | -7.2% | +48.0% | -55.2% | -11.5% |
| 3Y | +96.9% | +52.6% | +44.4% | +86.0% |
| 5Y | +103.8% | +116.5% | -12.7% | +85.5% |
| All | +206.1% | +333.8% | -127.6% | +161.1% |
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