+243.0%
GS vs BHP
+76.8%
+166.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.9% | -2.9% | +3.8% | +2.2% |
| 30D | -1.6% | +3.4% | -4.9% | -3.1% |
| 3M | -4.5% | +4.1% | -8.5% | -6.4% |
| 6M | +20.9% | +20.6% | +0.3% | +11.2% |
| YTD | +19.9% | +56.1% | -36.2% | -1.0% |
| 1Y | +41.4% | +69.6% | -28.2% | +12.5% |
| All | +243.0% | +76.8% | +166.2% | +155.0% |
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