-8.5%
BX vs GH
+80.5%
-89.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.7% | +9.9% | +6.9% |
| 7D | +8.3% | -7.7% | +16.0% | +9.7% |
| 30D | +13.5% | -10.0% | +23.5% | +15.4% |
| 3M | -7.6% | +5.5% | -13.1% | -9.5% |
| 6M | +4.0% | +84.9% | -80.9% | -14.4% |
| YTD | -15.2% | +65.0% | -80.2% | -27.9% |
| 1Y | -8.5% | +71.8% | -80.2% | -23.1% |
| All | -8.5% | +80.5% | -89.0% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling