+27.6%
BX vs GD
+97.9%
-70.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.1% |
| 7D | -4.4% | -5.3% | +0.9% | -1.3% |
| 30D | +0.1% | -6.4% | +6.5% | +4.0% |
| 3M | +16.0% | +5.7% | +10.3% | +12.0% |
| 6M | +21.6% | -0.9% | +22.6% | +21.9% |
| YTD | -8.9% | +8.2% | -17.1% | -13.9% |
| 1Y | -16.6% | +13.4% | -30.0% | -23.7% |
| 3Y | +43.3% | +68.5% | -25.2% | -0.6% |
| All | +27.6% | +97.9% | -70.3% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling