+739.4%
GLD vs BHP
+966.5%
-227.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | +4.7% | +0.9% | +3.8% | +4.6% |
| 30D | -0.9% | -6.3% | +5.4% | 0.0% |
| 3M | -4.4% | -7.1% | +2.7% | -3.4% |
| 6M | -13.6% | -3.2% | -10.4% | -13.3% |
| YTD | -6.0% | +37.9% | -43.9% | -9.9% |
| 1Y | +1.8% | +49.7% | -47.9% | -3.5% |
| 3Y | +103.2% | +51.7% | +51.5% | +91.1% |
| 5Y | +119.3% | +122.0% | -2.7% | +94.4% |
| 10Y | +199.5% | +382.4% | -182.9% | +132.8% |
| All | +739.4% | +966.5% | -227.1% | +352.8% |
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