+21.5%
BX vs GH
+367.9%
-346.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.4% |
| 7D | -8.9% | -1.2% | -7.7% | -8.7% |
| 30D | -14.8% | -3.7% | -11.1% | -14.4% |
| 3M | +6.9% | +21.7% | -14.7% | +2.4% |
| 6M | +16.3% | +75.7% | -59.5% | +3.5% |
| YTD | -16.1% | +55.7% | -71.8% | -23.7% |
| 1Y | -26.8% | +181.1% | -207.9% | -40.7% |
| All | +21.5% | +367.9% | -346.3% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling