+710.1%
BX vs GD
+185.2%
+525.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.5% | +2.3% |
| 7D | +3.3% | -3.0% | +6.3% | +5.3% |
| 30D | +9.6% | +9.3% | +0.3% | +3.2% |
| 3M | -8.7% | -7.2% | -1.5% | -4.2% |
| 6M | +2.2% | +5.5% | -3.2% | -1.7% |
| YTD | -16.2% | +9.5% | -25.7% | -22.1% |
| 1Y | -11.5% | +6.4% | -17.9% | -16.1% |
| 3Y | +41.0% | +59.8% | -18.8% | -0.4% |
| 5Y | +1.1% | +98.0% | -96.9% | -39.3% |
| 10Y | +710.1% | +177.4% | +532.7% | +302.0% |
| All | +710.1% | +185.2% | +525.0% | +302.0% |
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