+950.6%
BX vs GIS
+146.8%
+803.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | -2.0% | -8.3% | +6.3% | +1.4% |
| 30D | -2.3% | +2.2% | -4.5% | -3.2% |
| 3M | +18.5% | +15.7% | +2.8% | +11.1% |
| 6M | +23.7% | -12.0% | +35.7% | +29.2% |
| YTD | -10.4% | -15.0% | +4.6% | -5.6% |
| 1Y | -19.6% | -20.1% | +0.6% | -13.3% |
| 3Y | +30.8% | -34.6% | +65.4% | +49.5% |
| 5Y | +24.3% | -22.8% | +47.2% | +26.3% |
| 10Y | +679.5% | -18.5% | +698.0% | +632.7% |
| All | +950.6% | +146.8% | +803.8% | +288.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling