+25.1%
BX vs GTLB
-12.2%
+37.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -1.9% | -3.3% |
| 7D | -5.7% | -6.6% | +0.9% | -4.3% |
| 30D | -8.9% | +13.7% | -22.6% | -11.5% |
| 3M | +8.4% | +52.9% | -44.5% | -1.4% |
| 6M | +18.9% | +88.5% | -69.6% | +2.0% |
| YTD | -13.6% | +23.4% | -37.1% | -19.0% |
| 1Y | -22.4% | -3.8% | -18.6% | -23.7% |
| All | +25.1% | -12.2% | +37.2% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling