+48.2%
GSK vs BHP
+112.0%
-63.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | -0.2% |
| 7D | -5.4% | -3.7% | -1.7% | -4.9% |
| 30D | -4.6% | -0.8% | -3.8% | -4.5% |
| 3M | -5.1% | +7.6% | -12.7% | -6.5% |
| 6M | -11.4% | +20.8% | -32.2% | -14.7% |
| YTD | +0.7% | +50.8% | -50.0% | -6.8% |
| 1Y | +23.0% | +70.9% | -47.9% | +11.3% |
| 3Y | +48.0% | +78.0% | -30.0% | +31.3% |
| 5Y | +48.2% | +113.1% | -64.9% | +27.5% |
| All | +48.2% | +112.0% | -63.8% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling