+652.8%
GS vs BHP
+496.0%
+156.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.9% | -2.9% | +3.8% | +2.4% |
| 30D | -1.6% | +3.4% | -4.9% | -3.3% |
| 3M | -4.5% | +4.1% | -8.5% | -6.6% |
| 6M | +20.9% | +20.6% | +0.3% | +9.7% |
| YTD | +19.9% | +56.1% | -36.2% | -4.7% |
| 1Y | +41.4% | +69.6% | -28.2% | +7.6% |
| 3Y | +239.2% | +78.8% | +160.4% | +144.8% |
| 5Y | +185.0% | +113.1% | +72.0% | +77.1% |
| All | +652.8% | +496.0% | +156.8% | +171.9% |
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