+147.5%
GE vs BX
+673.1%
-525.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.6% | -1.2% |
| 7D | -4.0% | -5.6% | +1.6% | -1.6% |
| 30D | -11.4% | -12.2% | +0.8% | -6.6% |
| 3M | -2.6% | +7.4% | -10.0% | -6.3% |
| 6M | -0.3% | +22.2% | -22.5% | -9.9% |
| YTD | +5.4% | -14.0% | +19.4% | +10.1% |
| 1Y | +15.5% | -27.3% | +42.8% | +29.4% |
| 3Y | +260.8% | +24.5% | +236.2% | +206.0% |
| 5Y | +421.6% | +18.9% | +402.8% | +321.0% |
| All | +147.5% | +673.1% | -525.6% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 10y: compounded portfolio wealth divided by compounded BX 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…
10y analysis · Full analysis span regression · 6 months rolling