+680.0%
BX vs GD
+174.7%
+505.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -2.8% | +0.6% | -3.5% | -3.2% |
| 30D | +7.3% | +9.5% | -2.2% | +1.0% |
| 3M | -16.3% | -5.8% | -10.5% | -13.1% |
| 6M | +2.5% | +7.7% | -5.2% | -2.8% |
| YTD | -17.6% | +11.1% | -28.6% | -24.1% |
| 1Y | -12.4% | +6.1% | -18.5% | -16.8% |
| 3Y | +36.2% | +59.8% | -23.7% | -3.8% |
| 5Y | +3.0% | +104.6% | -101.6% | -39.5% |
| 10Y | +680.0% | +170.5% | +509.4% | +287.0% |
| All | +680.0% | +174.7% | +505.3% | +287.0% |
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