+1,657.0%
GSK vs BHP
+8,048.4%
-6,391.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.1% |
| 7D | -4.2% | +1.3% | -5.5% | -4.4% |
| 30D | -7.5% | +4.0% | -11.5% | -8.3% |
| 3M | -3.3% | +12.3% | -15.6% | -5.9% |
| 6M | -9.3% | +30.8% | -40.2% | -14.8% |
| YTD | +1.6% | +58.8% | -57.2% | -8.6% |
| 1Y | +25.5% | +76.8% | -51.4% | +10.2% |
| 3Y | +49.3% | +87.5% | -38.2% | +27.8% |
| 5Y | +46.7% | +123.9% | -77.2% | +18.4% |
| 10Y | +76.8% | +504.4% | -427.6% | +11.7% |
| All | +1,657.0% | +8,048.4% | -6,391.5% | +403.9% |
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 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