+25.4%
BX vs GTLB
-50.1%
+75.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.1% | +2.6% |
| 7D | -5.6% | -5.7% | +0.1% | -4.4% |
| 30D | -12.2% | +15.1% | -27.4% | -15.2% |
| 3M | +7.4% | +65.5% | -58.1% | -4.9% |
| 6M | +22.2% | +102.9% | -80.7% | +1.7% |
| YTD | -14.0% | +25.2% | -39.2% | -20.4% |
| 1Y | -27.3% | -5.5% | -21.8% | -28.8% |
| 3Y | +24.5% | -10.9% | +35.4% | +16.7% |
| All | +25.4% | -50.1% | +75.6% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling