+10.3%
GLXY vs BHP
+91.1%
-80.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.3% | -7.3% | -7.3% |
| 7D | +4.5% | +0.9% | +3.6% | +3.5% |
| 30D | +28.8% | +4.0% | +24.8% | +23.9% |
| 3M | -23.0% | +11.3% | -34.3% | -30.9% |
| 6M | +17.0% | +29.3% | -12.3% | -7.9% |
| YTD | +12.5% | +59.2% | -46.7% | -26.3% |
| 1Y | -5.4% | +80.8% | -86.2% | -43.1% |
| All | +10.3% | +91.1% | -80.8% | -38.8% |
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