+661.1%
BX vs DG
+101.8%
+559.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.2% |
| 7D | -5.6% | -6.5% | +0.9% | -4.4% |
| 30D | -12.2% | +4.2% | -16.4% | -13.0% |
| 3M | +7.4% | +9.5% | -2.1% | +5.1% |
| 6M | +22.2% | -13.1% | +35.3% | +24.8% |
| YTD | -14.0% | -4.8% | -9.2% | -13.9% |
| 1Y | -27.3% | +20.6% | -47.9% | -30.9% |
| 3Y | +24.5% | +4.9% | +19.6% | +17.2% |
| 5Y | +18.9% | -37.9% | +56.7% | +32.2% |
| All | +661.1% | +101.8% | +559.3% | +519.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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