+28.3%
BX vs FGI
-66.3%
+94.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.2% | -9.0% | -3.0% |
| 7D | -1.1% | +13.5% | -14.6% | -1.4% |
| 30D | +8.8% | +17.1% | -8.3% | +8.4% |
| 3M | -18.3% | +78.0% | -96.3% | -20.6% |
| 6M | -1.5% | +46.4% | -48.0% | -4.1% |
| YTD | -19.9% | +47.7% | -67.6% | -23.1% |
| 1Y | -14.5% | +56.8% | -71.3% | -18.4% |
| 3Y | +32.3% | +12.3% | +20.0% | +25.6% |
| All | +28.3% | -66.3% | +94.6% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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