+661.1%
BX vs GPN
+28.5%
+632.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -5.6% | -4.3% | -1.3% | -3.3% |
| 30D | -12.2% | 0.0% | -12.2% | -12.4% |
| 3M | +7.4% | +35.8% | -28.4% | -10.4% |
| 6M | +22.2% | +22.0% | +0.2% | +7.4% |
| YTD | -14.0% | +15.2% | -29.2% | -22.9% |
| 1Y | -27.3% | +3.5% | -30.8% | -31.1% |
| 3Y | +24.5% | -26.9% | +51.5% | +39.6% |
| 5Y | +18.9% | -44.2% | +63.1% | +50.4% |
| All | +661.1% | +28.5% | +632.5% | +619.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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