+24.5%
BX vs GM
+166.7%
-142.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | -5.6% | -2.4% | -3.2% | -4.7% |
| 30D | -12.2% | -1.1% | -11.1% | -11.9% |
| 3M | +7.4% | +6.1% | +1.3% | +4.4% |
| 6M | +22.2% | +15.0% | +7.2% | +14.5% |
| YTD | -14.0% | +6.0% | -20.0% | -17.0% |
| 1Y | -27.3% | +47.1% | -74.4% | -39.5% |
| 3Y | +24.5% | +170.5% | -145.9% | -27.4% |
| All | +24.5% | +166.7% | -142.2% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 3y: compounded portfolio wealth divided by compounded GM 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…
3y analysis · Full analysis span regression · 6 months rolling