+1,560.6%
BX vs GWRE
+736.4%
+824.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.3% |
| 7D | -8.9% | -30.9% | +22.0% | +2.1% |
| 30D | -14.8% | -20.7% | +5.9% | -9.1% |
| 3M | +6.9% | +20.2% | -13.2% | -2.1% |
| 6M | +16.3% | -11.9% | +28.1% | +16.0% |
| YTD | -16.1% | -30.3% | +14.2% | -9.9% |
| 1Y | -26.8% | -44.6% | +17.9% | -14.7% |
| 3Y | +22.4% | +48.8% | -26.4% | -5.7% |
| 5Y | +16.0% | +14.8% | +1.3% | -4.7% |
| 10Y | +646.9% | +128.1% | +518.9% | +392.3% |
| All | +1,560.6% | +736.4% | +824.3% | +791.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling