+967.7%
BX vs GME
+184.4%
+783.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -4.4% | +7.2% | -11.6% | -5.0% |
| 30D | +0.1% | +0.8% | -0.7% | 0.0% |
| 3M | +16.0% | -14.0% | +30.0% | +17.3% |
| 6M | +21.6% | -19.7% | +41.3% | +23.6% |
| YTD | -8.9% | -4.6% | -4.3% | -8.9% |
| 1Y | -16.6% | -14.3% | -2.3% | -16.0% |
| 3Y | +43.3% | +4.0% | +39.3% | +26.5% |
| 5Y | +25.7% | -62.2% | +87.9% | +15.9% |
| 10Y | +689.5% | +241.4% | +448.1% | +158.3% |
| All | +967.7% | +184.4% | +783.4% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling