+21.5%
BX vs SPYG
+96.8%
-75.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.0% |
| 7D | -8.9% | -1.8% | -7.1% | -7.2% |
| 30D | -14.8% | -1.9% | -12.9% | -13.1% |
| 3M | +6.9% | +5.2% | +1.8% | +1.2% |
| 6M | +16.3% | +15.6% | +0.7% | -0.6% |
| YTD | -16.1% | +12.4% | -28.5% | -25.9% |
| 1Y | -26.8% | +17.5% | -44.2% | -38.7% |
| All | +21.5% | +96.8% | -75.2% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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