+11.0%
GS vs BHP
+49.1%
-38.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.5% |
| 7D | +5.1% | +2.5% | +2.7% | +3.9% |
| 30D | +2.4% | -5.2% | +7.7% | +5.0% |
| 3M | -11.5% | -8.7% | -2.8% | -7.9% |
| 6M | -2.5% | -6.9% | +4.3% | -0.4% |
| YTD | +5.5% | +39.0% | -33.5% | -9.4% |
| 1Y | +11.0% | +48.9% | -37.9% | -8.5% |
| All | +11.0% | +49.1% | -38.0% | -8.5% |
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