+0.4%
BX vs DG
-35.8%
+36.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +14.2% | +3.2% | +11.0% | +13.8% |
| 3M | -18.7% | +10.4% | -29.2% | -19.7% |
| 6M | +2.5% | +33.2% | -30.7% | -1.3% |
| YTD | -18.8% | +3.0% | -21.8% | -19.6% |
| 1Y | -10.3% | +31.2% | -41.5% | -13.9% |
| 3Y | +35.4% | +21.8% | +13.6% | +27.6% |
| All | +0.4% | -35.8% | +36.2% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling