+186.5%
GE vs BX
+927.0%
-740.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | -1.6% | -4.4% | +2.8% | -0.2% |
| 30D | -11.6% | +0.1% | -11.7% | -11.8% |
| 3M | +3.0% | +16.0% | -13.0% | -2.4% |
| 6M | -0.5% | +21.6% | -22.1% | -7.6% |
| YTD | +9.7% | -8.9% | +18.6% | +11.5% |
| 1Y | +20.0% | -16.6% | +36.7% | +25.0% |
| 3Y | +275.8% | +43.3% | +232.5% | +221.4% |
| 5Y | +429.1% | +25.7% | +403.4% | +352.4% |
| 10Y | +151.2% | +689.5% | -538.3% | +22.0% |
| All | +186.5% | +927.0% | -740.5% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling