+661.1%
BX vs GAP
+31.2%
+629.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +1.8% |
| 7D | -5.6% | -4.1% | -1.5% | -4.6% |
| 30D | -12.2% | +6.2% | -18.4% | -13.8% |
| 3M | +7.4% | -0.7% | +8.1% | +7.0% |
| 6M | +22.2% | -7.1% | +29.3% | +22.7% |
| YTD | -14.0% | -14.1% | +0.1% | -12.3% |
| 1Y | -27.3% | -8.5% | -18.8% | -27.4% |
| 3Y | +24.5% | +115.4% | -90.8% | -6.3% |
| 5Y | +18.9% | +9.8% | +9.1% | -1.4% |
| All | +661.1% | +31.2% | +629.8% | +393.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling