+642.7%
BX vs GPC
+87.0%
+555.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | -8.9% | -1.8% | -7.2% | -8.1% |
| 30D | -14.8% | +0.1% | -14.9% | -14.9% |
| 3M | +6.9% | +37.4% | -30.4% | -10.1% |
| 6M | +16.3% | +25.4% | -9.2% | +2.3% |
| YTD | -16.1% | +12.2% | -28.3% | -22.9% |
| 1Y | -26.8% | -0.3% | -26.5% | -28.4% |
| 3Y | +22.4% | -1.6% | +24.0% | +16.0% |
| 5Y | +16.0% | +31.0% | -14.9% | -5.3% |
| All | +642.7% | +87.0% | +555.6% | +362.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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