+1,759.8%
BX vs DG
+614.5%
+1,145.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +14.2% | +3.2% | +11.0% | +13.5% |
| 3M | -18.7% | +10.4% | -29.2% | -20.6% |
| 6M | +2.5% | +33.2% | -30.7% | -4.3% |
| YTD | -18.8% | +3.0% | -21.8% | -20.1% |
| 1Y | -10.3% | +31.2% | -41.5% | -16.9% |
| 3Y | +35.4% | +21.8% | +13.6% | +21.5% |
| 5Y | +0.3% | -35.0% | +35.2% | +7.3% |
| 10Y | +668.4% | +106.0% | +562.3% | +483.4% |
| All | +1,759.8% | +614.5% | +1,145.3% | +789.6% |
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 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