+661.1%
BX vs GFI
+1,093.3%
-432.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.4% |
| 7D | -5.6% | -2.7% | -2.9% | -5.4% |
| 30D | -12.2% | +13.2% | -25.5% | -12.9% |
| 3M | +7.4% | +28.5% | -21.1% | +5.6% |
| 6M | +22.2% | -6.2% | +28.3% | +21.9% |
| YTD | -14.0% | +8.7% | -22.7% | -15.1% |
| 1Y | -27.3% | +24.8% | -52.1% | -29.0% |
| 3Y | +24.5% | +298.0% | -273.5% | +11.9% |
| 5Y | +18.9% | +546.0% | -527.1% | +3.2% |
| All | +661.1% | +1,093.3% | -432.3% | +582.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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