+1,704.0%
GS vs BHP
+3,065.8%
-1,361.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | -15.7% | -7.1% | -8.6% | -13.1% |
| 6M | -6.8% | -3.2% | -3.6% | -5.9% |
| YTD | -0.1% | +37.9% | -37.9% | -14.6% |
| 1Y | +12.1% | +49.7% | -37.6% | -7.8% |
| 3Y | +185.8% | +51.7% | +134.1% | +128.8% |
| 5Y | +140.1% | +122.0% | +18.1% | +54.8% |
| 10Y | +505.2% | +382.4% | +122.9% | +165.9% |
| All | +1,704.0% | +3,065.8% | -1,361.8% | +295.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling