+123.2%
GLW vs BHP
+65.8%
+57.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +8.0% |
| 7D | +3.8% | -5.0% | +8.7% | +8.7% |
| 30D | -1.3% | +1.2% | -2.5% | -3.5% |
| 3M | -21.8% | +1.8% | -23.7% | -24.3% |
| 6M | +6.9% | +18.0% | -11.1% | -10.5% |
| YTD | +77.2% | +52.7% | +24.4% | +27.3% |
| 1Y | +123.2% | +66.0% | +57.3% | +54.7% |
| All | +123.2% | +65.8% | +57.5% | +54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling