+25.1%
BX vs DG
+4.6%
+20.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -3.6% |
| 7D | -5.7% | -4.8% | -0.8% | -5.5% |
| 30D | -8.9% | +1.8% | -10.6% | -8.9% |
| 3M | +8.4% | +14.5% | -6.1% | +7.9% |
| 6M | +18.9% | -13.6% | +32.5% | +18.9% |
| YTD | -13.6% | -4.8% | -8.8% | -13.8% |
| 1Y | -22.4% | +21.6% | -44.0% | -22.7% |
| All | +25.1% | +4.6% | +20.5% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling