+38.2%
GLW vs BHP
+53.5%
-15.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.2% | +6.3% | +6.2% |
| 7D | +1.4% | +2.4% | -1.0% | -0.5% |
| 30D | -18.2% | -5.4% | -12.8% | -13.2% |
| 3M | -24.2% | -6.9% | -17.3% | -18.8% |
| 6M | -41.7% | -4.3% | -37.4% | -39.7% |
| YTD | +38.3% | +41.6% | -3.3% | +1.0% |
| 1Y | +38.2% | +53.3% | -15.1% | -4.7% |
| All | +38.2% | +53.5% | -15.3% | -4.7% |
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