+16.0%
BX vs GIS
-25.0%
+41.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.5% |
| 7D | -8.9% | -8.4% | -0.5% | -8.2% |
| 30D | -14.8% | -5.2% | -9.6% | -14.4% |
| 3M | +6.9% | +8.2% | -1.2% | +6.4% |
| 6M | +16.3% | -12.0% | +28.3% | +17.3% |
| YTD | -16.1% | -18.9% | +2.8% | -15.0% |
| 1Y | -26.8% | -23.6% | -3.2% | -25.5% |
| 3Y | +22.4% | -37.6% | +60.1% | +25.6% |
| 5Y | +16.0% | -25.2% | +41.2% | +15.9% |
| All | +16.0% | -25.0% | +41.0% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling