+16.0%
BX vs GWW
+219.8%
-203.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -2.5% |
| 7D | -8.9% | -3.1% | -5.8% | -7.1% |
| 30D | -14.8% | -2.3% | -12.4% | -13.6% |
| 3M | +6.9% | -3.3% | +10.2% | +8.6% |
| 6M | +16.3% | +15.4% | +0.9% | +4.7% |
| YTD | -16.1% | +26.7% | -42.8% | -29.6% |
| 1Y | -26.8% | +29.0% | -55.7% | -39.5% |
| 3Y | +22.4% | +89.0% | -66.5% | -22.7% |
| 5Y | +16.0% | +221.8% | -205.8% | -48.8% |
| All | +16.0% | +219.8% | -203.7% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling