-16.6%
BX vs GWRE
-25.4%
+8.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -19.9% | +18.8% | +1.6% |
| 7D | -4.4% | -21.1% | +16.7% | -1.6% |
| 30D | +0.1% | +1.3% | -1.2% | -0.6% |
| 3M | +16.0% | +7.4% | +8.6% | +14.0% |
| 6M | +21.6% | +5.6% | +16.0% | +18.9% |
| YTD | -8.9% | -19.2% | +10.3% | -11.6% |
| 1Y | -16.6% | -25.1% | +8.5% | -18.5% |
| All | -16.6% | -25.4% | +8.8% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling