+18.4%
BX vs BG
+81.8%
-63.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.9% |
| 7D | -5.6% | +3.1% | -8.7% | -6.3% |
| 30D | -12.2% | +10.2% | -22.5% | -14.5% |
| 3M | +7.4% | -1.7% | +9.1% | +7.4% |
| 6M | +22.2% | +1.0% | +21.2% | +20.6% |
| YTD | -14.0% | +39.9% | -53.9% | -23.2% |
| 1Y | -27.3% | +53.2% | -80.5% | -37.3% |
| 3Y | +24.5% | +16.3% | +8.3% | +16.2% |
| All | +18.4% | +81.8% | -63.4% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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