+411.8%
GE vs BX
-0.1%
+411.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | +8.1% | +14.2% | -6.2% | +3.0% |
| 3M | -7.9% | -18.7% | +10.9% | -1.4% |
| 6M | +12.9% | +2.5% | +10.4% | +10.7% |
| YTD | +8.2% | -18.8% | +27.0% | +14.4% |
| 1Y | +9.7% | -10.3% | +20.0% | +11.5% |
| 3Y | +266.1% | +35.4% | +230.7% | +212.5% |
| All | +411.8% | -0.1% | +411.8% | +369.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling