+967.7%
BX vs GAP
+99.4%
+868.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -4.4% | -4.5% | +0.1% | -3.1% |
| 30D | +0.1% | +9.0% | -9.0% | -3.0% |
| 3M | +16.0% | +5.0% | +11.0% | +13.5% |
| 6M | +21.6% | -17.8% | +39.4% | +26.5% |
| YTD | -8.9% | -10.4% | +1.5% | -8.0% |
| 1Y | -16.6% | -3.4% | -13.2% | -18.3% |
| 3Y | +43.3% | +111.5% | -68.1% | -0.3% |
| 5Y | +25.7% | +8.8% | +16.9% | +0.7% |
| 10Y | +689.5% | +32.9% | +656.6% | +353.6% |
| All | +967.7% | +99.4% | +868.4% | +338.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling