+105.0%
GLDM vs BHP
+50.5%
+54.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.4% |
| 7D | +4.7% | +0.9% | +3.7% | +4.3% |
| 30D | -0.9% | -6.3% | +5.4% | +1.3% |
| 3M | -4.3% | -7.1% | +2.8% | -2.0% |
| 6M | -13.4% | -3.2% | -10.2% | -12.8% |
| YTD | -5.8% | +37.9% | -43.7% | -13.7% |
| 1Y | +2.1% | +49.7% | -47.6% | -8.1% |
| 3Y | +105.0% | +51.7% | +53.3% | +81.8% |
| All | +105.0% | +50.5% | +54.5% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling