+1,742.6%
GSK vs BHP
+6,941.2%
-5,198.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +6.3% | -4.5% | +10.9% | +7.2% |
| 3M | +1.8% | -6.9% | +8.7% | +3.1% |
| 6M | +1.7% | -10.6% | +12.2% | +3.3% |
| YTD | +6.5% | +37.2% | -30.6% | -1.4% |
| 1Y | +9.5% | +48.0% | -38.5% | -0.3% |
| 3Y | +65.3% | +52.6% | +12.7% | +47.6% |
| 5Y | +43.7% | +116.5% | -72.7% | +16.7% |
| 10Y | +104.1% | +334.9% | -230.8% | +37.8% |
| All | +1,742.6% | +6,941.2% | -5,198.6% | +443.5% |
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