+380.7%
BX vs GH
+480.1%
-99.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.0% | -2.1% | +0.1% | -1.5% |
| 30D | -2.3% | -4.5% | +2.1% | -1.5% |
| 3M | +18.5% | +28.9% | -10.4% | +11.1% |
| 6M | +23.7% | +76.5% | -52.8% | +7.5% |
| YTD | -10.4% | +57.6% | -68.0% | -20.3% |
| 1Y | -19.6% | +167.5% | -187.1% | -37.4% |
| 3Y | +30.8% | +377.4% | -346.6% | -17.0% |
| 5Y | +24.3% | +23.8% | +0.5% | -4.8% |
| All | +380.7% | +480.1% | -99.5% | +175.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling