+661.1%
BX vs GIS
-19.5%
+680.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.5% |
| 7D | -5.6% | -6.4% | +0.8% | -4.4% |
| 30D | -12.2% | -6.1% | -6.1% | -11.2% |
| 3M | +7.4% | +7.8% | -0.4% | +5.8% |
| 6M | +22.2% | -8.8% | +31.0% | +23.9% |
| YTD | -14.0% | -19.1% | +5.1% | -11.1% |
| 1Y | -27.3% | -24.8% | -2.5% | -23.8% |
| 3Y | +24.5% | -37.6% | +62.1% | +33.7% |
| 5Y | +18.9% | -25.4% | +44.3% | +20.3% |
| All | +661.1% | -19.5% | +680.6% | +671.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling