-27.3%
BX vs GFI
+29.3%
-56.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -13.2% |
| 3M | +7.4% | +28.5% | -21.1% | +4.7% |
| 6M | +22.2% | -6.2% | +28.3% | +19.9% |
| YTD | -14.0% | +8.7% | -22.7% | -15.8% |
| 1Y | -27.3% | +24.8% | -52.1% | -30.1% |
| All | -27.3% | +29.3% | -56.6% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling