+41.0%
BX vs GPC
+2.3%
+38.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.5% | +3.0% |
| 7D | +3.3% | +0.8% | +2.4% | +3.0% |
| 30D | +9.6% | -1.1% | +10.7% | +9.9% |
| 3M | -8.7% | -6.6% | -2.0% | -6.6% |
| 6M | +2.2% | +22.2% | -20.0% | -5.5% |
| YTD | -16.2% | +5.1% | -21.3% | -19.6% |
| 1Y | -11.5% | +2.8% | -14.3% | -14.5% |
| 3Y | +41.0% | +2.4% | +38.6% | +27.4% |
| All | +41.0% | +2.3% | +38.7% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling