+661.1%
BX vs GME
+285.6%
+375.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.3% | +2.3% |
| 7D | -5.6% | +10.4% | -16.0% | -6.1% |
| 30D | -12.2% | +14.1% | -26.3% | -12.8% |
| 3M | +7.4% | -4.6% | +12.0% | +7.5% |
| 6M | +22.2% | -13.5% | +35.7% | +22.8% |
| YTD | -14.0% | +5.3% | -19.3% | -14.4% |
| 1Y | -27.3% | -14.9% | -12.4% | -27.0% |
| 3Y | +24.5% | +24.3% | +0.3% | +15.8% |
| 5Y | +18.9% | -55.6% | +74.5% | +12.8% |
| All | +661.1% | +285.6% | +375.4% | +353.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling