+21.5%
BX vs GIS
-37.3%
+58.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.6% |
| 7D | -8.9% | -8.4% | -0.5% | -8.3% |
| 30D | -14.8% | -5.2% | -9.6% | -14.4% |
| 3M | +6.9% | +8.2% | -1.2% | +6.8% |
| 6M | +16.3% | -12.0% | +28.3% | +16.8% |
| YTD | -16.1% | -18.9% | +2.8% | -15.7% |
| 1Y | -26.8% | -23.6% | -3.2% | -26.2% |
| All | +21.5% | -37.3% | +58.8% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling