+243.8%
GLW vs BHP
+127.1%
+116.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.7% | +5.5% | +7.4% |
| 7D | -5.9% | +3.5% | -9.4% | -7.4% |
| 30D | -26.0% | -4.5% | -21.5% | -24.2% |
| 3M | -29.9% | -6.4% | -23.5% | -27.5% |
| 6M | -37.8% | -0.1% | -37.7% | -37.3% |
| YTD | +33.1% | +43.0% | -9.9% | +18.3% |
| 1Y | +36.8% | +56.5% | -19.7% | +18.1% |
| 3Y | +356.1% | +62.0% | +294.0% | +279.8% |
| 5Y | +243.8% | +130.4% | +113.4% | +145.1% |
| All | +243.8% | +127.1% | +116.7% | +145.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling