+697.2%
BX vs GD
+188.9%
+508.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | 0.0% |
| 7D | -4.4% | -5.3% | +0.9% | -1.0% |
| 30D | +0.1% | -6.4% | +6.5% | +4.4% |
| 3M | +16.0% | +5.7% | +10.3% | +11.6% |
| 6M | +21.6% | -0.9% | +22.6% | +21.5% |
| YTD | -8.9% | +8.2% | -17.1% | -14.4% |
| 1Y | -16.6% | +13.4% | -30.0% | -24.3% |
| 3Y | +43.3% | +68.5% | -25.2% | -2.7% |
| 5Y | +25.7% | +97.2% | -71.5% | -23.9% |
| All | +697.2% | +188.9% | +508.3% | +278.6% |
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