+2,059.7%
BX vs GM
+223.0%
+1,836.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -2.5% |
| 7D | -5.7% | -1.1% | -4.6% | -5.1% |
| 30D | -8.9% | -4.6% | -4.3% | -6.8% |
| 3M | +8.4% | +0.2% | +8.2% | +7.8% |
| 6M | +18.9% | +12.6% | +6.3% | +11.2% |
| YTD | -13.6% | +3.7% | -17.3% | -16.3% |
| 1Y | -22.4% | +45.6% | -68.1% | -37.4% |
| 3Y | +26.0% | +162.0% | -136.0% | -27.7% |
| 5Y | +18.8% | +80.5% | -61.7% | -19.0% |
| 10Y | +668.7% | +231.3% | +437.4% | +230.9% |
| All | +2,059.7% | +223.0% | +1,836.7% | +729.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling