+2,449.8%
GPN vs BHP
+3,642.2%
-1,192.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -6.2% | +0.9% | -7.1% | -6.5% |
| 30D | +1.0% | +4.0% | -3.0% | -0.4% |
| 3M | +36.9% | +11.3% | +25.6% | +31.5% |
| 6M | +16.8% | +29.3% | -12.5% | +6.2% |
| YTD | +13.2% | +59.2% | -46.0% | -4.6% |
| 1Y | +1.4% | +80.8% | -79.4% | -18.3% |
| 3Y | -28.6% | +88.0% | -116.6% | -44.1% |
| 5Y | -47.0% | +126.6% | -173.6% | -61.9% |
| 10Y | +25.2% | +515.7% | -490.6% | -36.0% |
| All | +2,449.8% | +3,642.2% | -1,192.4% | +578.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling