+851.5%
BX vs GRMN
+647.1%
+204.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +2.0% |
| 7D | +0.6% | -0.9% | +1.5% | +1.0% |
| 30D | +14.2% | +1.2% | +13.1% | +13.6% |
| 3M | -18.7% | -8.9% | -9.8% | -15.1% |
| 6M | +2.5% | +23.0% | -20.5% | -9.4% |
| YTD | -18.8% | +41.2% | -60.0% | -33.9% |
| 1Y | -10.3% | +47.5% | -57.8% | -28.6% |
| 3Y | +35.4% | +155.8% | -120.4% | -22.6% |
| 5Y | +0.3% | +120.2% | -119.9% | -37.6% |
| 10Y | +668.4% | +629.9% | +38.5% | +165.7% |
| All | +851.5% | +647.1% | +204.5% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling