+48.2%
BX vs GGLL
+195.8%
-147.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +3.3% |
| 7D | +3.3% | +6.3% | -3.1% | +1.9% |
| 30D | +9.6% | -35.1% | +44.7% | +19.0% |
| 3M | -8.7% | -37.7% | +29.0% | -0.2% |
| 6M | +2.2% | -54.1% | +56.3% | +18.5% |
| YTD | -16.2% | -29.4% | +13.2% | -13.9% |
| 1Y | -11.5% | -13.4% | +1.9% | -14.5% |
| 3Y | +41.0% | +158.3% | -117.3% | -12.2% |
| All | +48.2% | +195.8% | -147.6% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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