+19.4%
BX vs GRMN
+73.8%
-54.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -2.9% |
| 7D | -5.7% | -1.4% | -4.3% | -4.9% |
| 30D | -8.9% | -13.1% | +4.2% | -1.5% |
| 3M | +8.4% | +14.9% | -6.5% | -1.6% |
| 6M | +18.9% | +13.1% | +5.8% | +8.6% |
| YTD | -13.6% | +35.3% | -48.9% | -30.0% |
| 1Y | -22.4% | +16.0% | -38.4% | -31.5% |
| 3Y | +26.0% | +179.6% | -153.6% | -48.2% |
| All | +19.4% | +73.8% | -54.4% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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