+142.5%
GLD vs BHP
+115.8%
+26.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.5% | -2.9% | +2.4% | +0.2% |
| 30D | +4.4% | +3.4% | +1.0% | +3.6% |
| 3M | -1.1% | +4.1% | -5.2% | -2.1% |
| 6M | -13.8% | +20.6% | -34.4% | -17.4% |
| YTD | +2.6% | +56.1% | -53.4% | -5.9% |
| 1Y | +24.5% | +69.6% | -45.1% | +12.6% |
| 3Y | +125.8% | +78.8% | +47.0% | +101.1% |
| All | +142.5% | +115.8% | +26.7% | +116.3% |
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 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