+24.5%
BX vs GFI
+287.6%
-263.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.7% | +2.6% |
| 7D | -5.6% | -4.9% | -0.8% | -5.2% |
| 30D | -12.2% | +10.7% | -23.0% | -13.0% |
| 3M | +7.4% | +25.6% | -18.2% | +5.1% |
| 6M | +22.2% | -8.3% | +30.4% | +21.6% |
| YTD | -14.0% | +6.3% | -20.3% | -15.5% |
| 1Y | -27.3% | +22.1% | -49.4% | -29.6% |
| 3Y | +24.5% | +289.2% | -264.6% | +0.2% |
| All | +24.5% | +287.6% | -263.1% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling