+967.7%
BX vs GPC
+403.0%
+564.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.9% |
| 7D | -4.4% | +1.2% | -5.6% | -5.2% |
| 30D | +0.1% | +6.0% | -5.9% | -4.1% |
| 3M | +16.0% | +42.6% | -26.6% | -11.6% |
| 6M | +21.6% | +22.8% | -1.1% | +2.8% |
| YTD | -8.9% | +15.5% | -24.3% | -21.1% |
| 1Y | -16.6% | +2.0% | -18.7% | -21.1% |
| 3Y | +43.3% | -1.4% | +44.8% | +30.7% |
| 5Y | +25.7% | +30.6% | -4.9% | -8.9% |
| 10Y | +689.5% | +80.6% | +608.9% | +280.8% |
| All | +967.7% | +403.0% | +564.7% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling