+24.5%
BX vs GNRC
+61.6%
-37.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.5% | +1.7% |
| 7D | -5.6% | -0.2% | -5.4% | -5.5% |
| 30D | -12.2% | -15.7% | +3.5% | -8.2% |
| 3M | +7.4% | -27.3% | +34.7% | +15.6% |
| 6M | +22.2% | -12.1% | +34.2% | +21.8% |
| YTD | -14.0% | +37.1% | -51.1% | -27.6% |
| 1Y | -27.3% | -0.5% | -26.8% | -31.9% |
| 3Y | +24.5% | +61.5% | -37.0% | -9.5% |
| All | +24.5% | +61.6% | -37.1% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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