-27.3%
BX vs DG
+19.2%
-46.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.3% |
| 7D | -5.6% | -6.5% | +0.9% | -4.9% |
| 30D | -12.2% | +4.2% | -16.4% | -12.7% |
| 3M | +7.4% | +9.5% | -2.1% | +5.8% |
| 6M | +22.2% | -13.1% | +35.3% | +23.4% |
| YTD | -14.0% | -4.8% | -9.2% | -14.5% |
| 1Y | -27.3% | +20.6% | -47.9% | -31.6% |
| All | -27.3% | +19.2% | -46.4% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling