+18.4%
BX vs GH
+20.8%
-2.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.4% |
| 3M | +7.4% | +20.2% | -12.8% | +1.6% |
| 6M | +22.2% | +78.8% | -56.6% | +4.1% |
| YTD | -14.0% | +54.1% | -68.1% | -24.2% |
| 1Y | -27.3% | +177.1% | -204.4% | -45.5% |
| 3Y | +24.5% | +371.6% | -347.1% | -25.2% |
| All | +18.4% | +20.8% | -2.3% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling