+25.1%
BX vs GME
+11.4%
+13.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.3% | -9.0% | -3.9% |
| 7D | -5.7% | +4.8% | -10.5% | -5.9% |
| 30D | -8.9% | +5.9% | -14.7% | -9.1% |
| 3M | +8.4% | -10.7% | +19.1% | +8.8% |
| 6M | +18.9% | -19.8% | +38.7% | +20.0% |
| YTD | -13.6% | -0.9% | -12.7% | -13.7% |
| 1Y | -22.4% | -15.7% | -6.8% | -22.0% |
| All | +25.1% | +11.4% | +13.7% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling