+867.9%
GLW vs BHP
+503.2%
+364.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +16.9% | +0.9% | +16.0% | +16.4% |
| 30D | +7.0% | +4.0% | +3.0% | +4.6% |
| 3M | -3.0% | +11.3% | -14.2% | -8.3% |
| 6M | +31.0% | +29.3% | +1.7% | +16.1% |
| YTD | +93.4% | +59.2% | +34.2% | +56.3% |
| 1Y | +134.7% | +80.8% | +53.9% | +78.8% |
| 3Y | +471.8% | +88.0% | +383.8% | +314.1% |
| 5Y | +394.5% | +126.6% | +267.8% | +207.2% |
| 10Y | +867.9% | +515.7% | +352.2% | +289.8% |
| All | +867.9% | +503.2% | +364.8% | +289.8% |
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