+14.5%
BX vs GFS
-3.9%
+18.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.0% | +2.6% | -4.6% | -2.8% |
| 30D | -2.3% | -16.4% | +14.1% | +2.8% |
| 3M | +18.5% | -41.6% | +60.1% | +37.5% |
| 6M | +23.7% | -3.7% | +27.4% | +16.4% |
| YTD | -10.4% | +29.3% | -39.7% | -25.9% |
| 1Y | -19.6% | +37.1% | -56.7% | -35.6% |
| 3Y | +30.8% | -22.1% | +52.9% | +24.2% |
| All | +14.5% | -3.9% | +18.4% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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