+950.6%
BX vs GWW
+1,817.3%
-866.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | +0.2% |
| 7D | -2.0% | -1.5% | -0.4% | -1.0% |
| 30D | -2.3% | +1.1% | -3.4% | -3.1% |
| 3M | +18.5% | -1.0% | +19.5% | +18.7% |
| 6M | +23.7% | +16.3% | +7.4% | +10.4% |
| YTD | -10.4% | +28.5% | -38.9% | -25.7% |
| 1Y | -19.6% | +30.3% | -49.8% | -34.1% |
| 3Y | +30.8% | +91.6% | -60.8% | -18.4% |
| 5Y | +24.3% | +224.0% | -199.6% | -46.7% |
| 10Y | +679.5% | +551.3% | +128.2% | +73.1% |
| All | +950.6% | +1,817.3% | -866.7% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling