+1,986.9%
BX vs DG
+606.1%
+1,380.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | -4.4% | +8.4% | -12.8% | -6.1% |
| 30D | +0.1% | +4.9% | -4.9% | -1.1% |
| 3M | +16.0% | +29.3% | -13.3% | +9.1% |
| 6M | +21.6% | -11.3% | +32.9% | +24.0% |
| YTD | -8.9% | +1.8% | -10.7% | -10.1% |
| 1Y | -16.6% | +25.3% | -42.0% | -22.0% |
| 3Y | +43.3% | +9.1% | +34.2% | +32.5% |
| 5Y | +25.7% | -34.9% | +60.6% | +34.3% |
| 10Y | +689.5% | +108.2% | +581.3% | +497.0% |
| All | +1,986.9% | +606.1% | +1,380.8% | +901.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling