+222.0%
GLDM vs BHP
+214.3%
+7.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +1.2% |
| 7D | +1.9% | -4.0% | +5.8% | +2.6% |
| 30D | -1.7% | -9.7% | +8.0% | -0.1% |
| 3M | -3.5% | -10.2% | +6.6% | -1.9% |
| 6M | -10.1% | +1.3% | -11.4% | -10.2% |
| YTD | -5.0% | +35.6% | -40.7% | -8.6% |
| 1Y | +2.8% | +47.5% | -44.7% | -2.0% |
| 3Y | +105.1% | +48.9% | +56.2% | +94.1% |
| 5Y | +124.3% | +118.4% | +5.9% | +104.4% |
| All | +222.0% | +214.3% | +7.7% | +180.6% |
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