+672.8%
BX vs GD
+180.8%
+491.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -2.2% |
| 7D | +3.7% | -1.9% | +5.6% | +4.9% |
| 30D | +8.2% | +10.9% | -2.7% | +1.0% |
| 3M | -12.7% | -6.8% | -5.9% | -8.8% |
| 6M | +1.0% | +7.0% | -6.1% | -3.8% |
| YTD | -17.2% | +11.1% | -28.3% | -23.8% |
| 1Y | -11.6% | +7.0% | -18.6% | -16.5% |
| 3Y | +36.8% | +59.9% | -23.2% | -3.4% |
| 5Y | +4.8% | +102.5% | -97.7% | -38.0% |
| 10Y | +672.8% | +174.0% | +498.8% | +292.1% |
| All | +672.8% | +180.8% | +491.9% | +292.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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