+661.1%
BX vs GWW
+570.2%
+90.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.1% |
| 7D | -5.6% | -3.4% | -2.3% | -4.0% |
| 30D | -12.2% | -1.9% | -10.3% | -11.4% |
| 3M | +7.4% | -2.4% | +9.8% | +8.3% |
| 6M | +22.2% | +15.7% | +6.4% | +12.5% |
| YTD | -14.0% | +27.6% | -41.6% | -25.0% |
| 1Y | -27.3% | +27.2% | -54.5% | -36.6% |
| 3Y | +24.5% | +89.7% | -65.1% | -11.0% |
| 5Y | +18.9% | +223.9% | -205.0% | -34.0% |
| All | +661.1% | +570.2% | +90.9% | +238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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