+52.8%
BX vs GGLL
+309.0%
-256.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.5% | +0.9% | -2.6% |
| 7D | -5.7% | -3.9% | -1.8% | -4.8% |
| 30D | -8.9% | -15.4% | +6.5% | -5.4% |
| 3M | +8.4% | -21.9% | +30.3% | +13.2% |
| 6M | +18.9% | +4.5% | +14.4% | +14.3% |
| YTD | -13.6% | -2.4% | -11.2% | -16.0% |
| 1Y | -22.4% | +57.8% | -80.2% | -34.6% |
| 3Y | +26.0% | +227.2% | -201.2% | -23.5% |
| All | +52.8% | +309.0% | -256.2% | -18.5% |
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