+361.1%
BX vs GH
+467.1%
-106.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.7% |
| 7D | -5.6% | -2.5% | -3.1% | -5.1% |
| 30D | -12.2% | -4.7% | -7.5% | -11.5% |
| 3M | +7.4% | +20.2% | -12.8% | +2.2% |
| 6M | +22.2% | +78.8% | -56.6% | +5.8% |
| YTD | -14.0% | +54.1% | -68.1% | -23.2% |
| 1Y | -27.3% | +177.1% | -204.4% | -43.8% |
| 3Y | +24.5% | +371.6% | -347.1% | -20.7% |
| 5Y | +18.9% | +21.9% | -3.0% | -8.7% |
| All | +361.1% | +467.1% | -106.1% | +165.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling