+16.0%
BX vs GME
-58.9%
+74.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.3% | -3.1% |
| 7D | -8.9% | +6.0% | -14.9% | -9.5% |
| 30D | -14.8% | +8.3% | -23.1% | -15.5% |
| 3M | +6.9% | -9.1% | +16.0% | +7.6% |
| 6M | +16.3% | -16.3% | +32.6% | +17.8% |
| YTD | -16.1% | +1.5% | -17.6% | -16.6% |
| 1Y | -26.8% | -16.3% | -10.4% | -26.0% |
| 3Y | +22.4% | +15.1% | +7.3% | +1.1% |
| 5Y | +16.0% | -57.2% | +73.2% | +2.4% |
| All | +16.0% | -58.9% | +74.9% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling