+45.9%
BX vs FGI
-70.4%
+116.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.7% | -1.3% |
| 7D | -4.4% | +0.5% | -4.9% | -4.4% |
| 30D | +0.1% | +65.4% | -65.3% | -2.5% |
| 3M | +16.0% | +23.5% | -7.5% | +13.7% |
| 6M | +21.6% | +60.5% | -38.9% | +16.7% |
| YTD | -8.9% | +30.0% | -38.9% | -12.1% |
| 1Y | -16.6% | +82.1% | -98.7% | -21.6% |
| 3Y | +43.3% | -4.4% | +47.7% | +36.8% |
| All | +45.9% | -70.4% | +116.3% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling