+19.7%
GS vs BHP
+53.4%
-33.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.3% |
| 7D | +0.3% | -2.5% | +2.8% | +1.5% |
| 30D | +3.9% | -7.7% | +11.6% | +7.7% |
| 3M | -11.4% | -6.4% | -5.1% | -9.1% |
| 6M | +3.7% | +5.2% | -1.5% | +0.7% |
| YTD | +7.1% | +38.3% | -31.2% | -7.8% |
| 1Y | +19.7% | +53.4% | -33.7% | -4.1% |
| All | +19.7% | +53.4% | -33.8% | -4.1% |
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 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