+185.8%
GS vs BHP
+50.5%
+135.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -1.1% |
| 7D | -3.2% | +0.9% | -4.1% | -3.6% |
| 30D | -2.4% | -6.3% | +3.8% | +0.3% |
| 3M | -15.7% | -7.1% | -8.6% | -13.3% |
| 6M | -6.8% | -3.2% | -3.6% | -6.0% |
| YTD | -0.1% | +37.9% | -37.9% | -13.2% |
| 1Y | +12.1% | +49.7% | -37.6% | -5.8% |
| 3Y | +185.8% | +51.7% | +134.1% | +127.6% |
| All | +185.8% | +50.5% | +135.2% | +127.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling