+0.4%
BX vs GD
+94.5%
-94.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.1% |
| 7D | +1.8% | -5.0% | +6.8% | +4.9% |
| 30D | +7.9% | +8.9% | -1.0% | +2.3% |
| 3M | -9.6% | -8.0% | -1.5% | -5.1% |
| 6M | -2.3% | +2.9% | -5.2% | -4.3% |
| YTD | -19.3% | +7.1% | -26.3% | -23.4% |
| 1Y | -13.2% | +5.9% | -19.2% | -17.1% |
| 3Y | +33.8% | +53.9% | -20.1% | -1.7% |
| All | +0.4% | +94.5% | -94.2% | -40.5% |
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