+24.5%
BX vs GWRE
+50.1%
-25.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.3% |
| 7D | -5.6% | -13.2% | +7.6% | -2.5% |
| 30D | -12.2% | -18.6% | +6.4% | -8.8% |
| 3M | +7.4% | +18.9% | -11.5% | +1.3% |
| 6M | +22.2% | -11.0% | +33.1% | +22.4% |
| YTD | -14.0% | -29.9% | +15.9% | -8.5% |
| 1Y | -27.3% | -44.3% | +17.0% | -16.9% |
| 3Y | +24.5% | +51.7% | -27.1% | -13.2% |
| All | +24.5% | +50.1% | -25.5% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling