+24.3%
BX vs GPC
+29.0%
-4.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.1% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | -2.3% | -0.4% | -1.9% | -2.1% |
| 3M | +18.5% | +39.2% | -20.7% | -1.6% |
| 6M | +23.7% | +18.2% | +5.5% | +12.0% |
| YTD | -10.4% | +12.1% | -22.4% | -18.1% |
| 1Y | -19.6% | -0.7% | -18.9% | -21.2% |
| 3Y | +30.8% | -1.7% | +32.5% | +22.5% |
| 5Y | +24.3% | +29.3% | -4.9% | -18.0% |
| All | +24.3% | +29.0% | -4.7% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling