+848.6%
BX vs GD
+602.3%
+246.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.2% | -2.8% |
| 7D | +0.3% | -3.9% | +4.2% | +3.3% |
| 30D | +6.7% | +8.1% | -1.4% | +0.4% |
| 3M | -11.1% | -6.8% | -4.3% | -6.4% |
| 6M | -0.4% | +3.0% | -3.4% | -3.2% |
| YTD | -19.1% | +7.8% | -26.8% | -24.8% |
| 1Y | -13.6% | +5.8% | -19.4% | -18.6% |
| 3Y | +30.7% | +55.3% | -24.6% | -10.5% |
| 5Y | +0.3% | +96.7% | -96.4% | -44.1% |
| 10Y | +687.5% | +195.4% | +492.1% | +193.2% |
| All | +848.6% | +602.3% | +246.3% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling