+213.0%
GLDM vs BHP
+228.2%
-15.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -1.4% |
| 7D | -2.0% | +2.4% | -4.3% | -2.3% |
| 30D | -4.4% | -5.4% | +0.9% | -3.6% |
| 3M | -8.8% | -6.9% | -2.0% | -7.8% |
| 6M | -15.9% | -4.3% | -11.5% | -15.4% |
| YTD | -7.7% | +41.6% | -49.3% | -11.8% |
| 1Y | -3.6% | +53.3% | -56.9% | -8.7% |
| 3Y | +105.2% | +58.4% | +46.9% | +92.5% |
| 5Y | +112.8% | +121.3% | -8.5% | +93.0% |
| All | +213.0% | +228.2% | -15.2% | +170.8% |
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 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