+458.9%
GS vs BHP
+345.2%
+113.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.7% | +1.3% |
| 7D | -0.1% | +2.4% | -2.5% | -1.2% |
| 30D | +3.7% | -5.4% | +9.0% | +6.4% |
| 3M | -10.0% | -6.9% | -3.1% | -7.1% |
| 6M | -1.0% | -4.3% | +3.3% | +0.5% |
| YTD | +7.0% | +41.6% | -34.6% | -11.0% |
| 1Y | +16.6% | +53.3% | -36.7% | -6.7% |
| 3Y | +204.4% | +58.4% | +146.1% | +133.1% |
| 5Y | +160.0% | +121.3% | +38.8% | +56.7% |
| 10Y | +458.9% | +349.0% | +109.9% | +129.9% |
| All | +458.9% | +345.2% | +113.7% | +129.9% |
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