+883.5%
BX vs GPN
+365.9%
+517.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -3.9% |
| 7D | -8.9% | -3.5% | -5.4% | -6.9% |
| 30D | -14.8% | +3.1% | -17.9% | -16.6% |
| 3M | +6.9% | +42.3% | -35.4% | -15.2% |
| 6M | +16.3% | +20.9% | -4.6% | +1.2% |
| YTD | -16.1% | +15.2% | -31.3% | -25.9% |
| 1Y | -26.8% | +5.4% | -32.2% | -32.2% |
| 3Y | +22.4% | -27.4% | +49.8% | +37.9% |
| 5Y | +16.0% | -44.2% | +60.2% | +49.7% |
| 10Y | +646.9% | +27.4% | +619.6% | +402.4% |
| All | +883.5% | +365.9% | +517.6% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling