+47.6%
GSK vs BHP
+81.6%
-34.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.6% | +0.9% | -4.5% | -3.7% |
| 30D | -5.9% | +4.0% | -10.0% | -6.5% |
| 3M | -4.3% | +11.3% | -15.5% | -6.0% |
| 6M | -10.8% | +29.3% | -40.1% | -15.1% |
| YTD | +1.8% | +59.2% | -57.4% | -6.7% |
| 1Y | +23.5% | +80.8% | -57.4% | +10.6% |
| All | +47.6% | +81.6% | -34.0% | +29.9% |
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 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