+18.4%
BX vs SPYG
+85.2%
-66.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.5% |
| 7D | -5.6% | -0.9% | -4.7% | -4.5% |
| 30D | -12.2% | -1.5% | -10.7% | -10.5% |
| 3M | +7.4% | +3.7% | +3.7% | +2.2% |
| 6M | +22.2% | +16.4% | +5.7% | +0.2% |
| YTD | -14.0% | +13.3% | -27.3% | -26.9% |
| 1Y | -27.3% | +17.9% | -45.2% | -41.6% |
| 3Y | +24.5% | +98.3% | -73.8% | -50.7% |
| All | +18.4% | +85.2% | -66.8% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling