+33.8%
BX vs GGLL
+154.9%
-121.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | +1.8% | +3.1% | -1.3% | +1.3% |
| 30D | +7.9% | -36.3% | +44.2% | +15.3% |
| 3M | -9.6% | -40.4% | +30.8% | -2.5% |
| 6M | -2.3% | -54.6% | +52.4% | +9.9% |
| YTD | -19.3% | -31.1% | +11.9% | -17.0% |
| 1Y | -13.2% | -19.2% | +5.9% | -14.1% |
| 3Y | +33.8% | +151.5% | -117.7% | +2.4% |
| All | +33.8% | +154.9% | -121.2% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling