+110.9%
GLDM vs BHP
+60.3%
+50.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.9% | +0.6% |
| 7D | +5.0% | +3.5% | +1.5% | +3.7% |
| 30D | -1.3% | -4.5% | +3.2% | +0.2% |
| 3M | -4.7% | -6.4% | +1.7% | -2.7% |
| 6M | -12.4% | -0.1% | -12.3% | -12.7% |
| YTD | -4.1% | +43.0% | -47.1% | -13.2% |
| 1Y | +3.3% | +56.5% | -53.2% | -8.3% |
| 3Y | +110.9% | +62.0% | +48.9% | +82.8% |
| All | +110.9% | +60.3% | +50.6% | +82.8% |
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