+18.4%
BX vs GPN
-44.7%
+63.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -5.6% | -4.6% | -1.0% | -3.3% |
| 30D | -12.2% | -0.3% | -12.0% | -12.2% |
| 3M | +7.4% | +35.4% | -28.0% | -9.8% |
| 6M | +22.2% | +21.7% | +0.5% | +8.0% |
| YTD | -14.0% | +14.9% | -28.9% | -22.4% |
| 1Y | -27.3% | +3.2% | -30.5% | -30.6% |
| 3Y | +24.5% | -27.1% | +51.7% | +41.6% |
| All | +18.4% | -44.7% | +63.1% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling