+463.3%
GLW vs BHP
+87.4%
+375.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.7% | +5.8% | +6.5% |
| 7D | +14.0% | +1.3% | +12.7% | +13.2% |
| 30D | +0.4% | +4.0% | -3.6% | -2.3% |
| 3M | -11.3% | +12.3% | -23.6% | -17.8% |
| 6M | +35.1% | +30.8% | +4.2% | +17.3% |
| YTD | +90.5% | +58.8% | +31.8% | +55.7% |
| 1Y | +132.0% | +76.8% | +55.2% | +83.3% |
| 3Y | +463.3% | +87.5% | +375.9% | +318.1% |
| All | +463.3% | +87.4% | +375.9% | +318.1% |
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