-8.5%
BX vs GIS
-17.8%
+9.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.2% | +1.1% | +5.0% |
| 7D | +8.3% | +8.5% | -0.2% | +6.4% |
| 30D | +13.5% | +15.3% | -1.8% | +10.6% |
| 3M | -7.6% | +0.9% | -8.5% | -8.4% |
| 6M | +4.0% | +7.9% | -3.9% | +2.9% |
| YTD | -15.2% | -17.6% | +2.4% | -17.4% |
| 1Y | -8.5% | -17.4% | +8.9% | -10.6% |
| All | -8.5% | -17.8% | +9.3% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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