+457.2%
GS vs BHP
+330.6%
+126.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.5% |
| 7D | +1.6% | +3.8% | -2.3% | -0.2% |
| 30D | +1.7% | -6.5% | +8.1% | +5.0% |
| 3M | -11.6% | -8.5% | -3.1% | -8.0% |
| 6M | -1.9% | -2.2% | +0.3% | -1.5% |
| YTD | +5.1% | +40.0% | -34.9% | -12.1% |
| 1Y | +16.4% | +51.3% | -34.9% | -6.3% |
| 3Y | +199.0% | +56.5% | +142.4% | +130.3% |
| 5Y | +157.4% | +130.2% | +27.2% | +51.4% |
| 10Y | +457.2% | +336.5% | +120.7% | +131.2% |
| All | +457.2% | +330.6% | +126.6% | +131.2% |
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