+182.4%
GE vs BX
+815.3%
-632.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 3M | -7.9% | -18.7% | +10.9% | -1.9% |
| 6M | +12.9% | +2.5% | +10.4% | +11.0% |
| YTD | +8.2% | -18.8% | +27.0% | +13.7% |
| 1Y | +9.7% | -10.3% | +20.0% | +11.4% |
| 3Y | +266.1% | +35.4% | +230.7% | +218.8% |
| 5Y | +407.4% | +0.3% | +407.1% | +367.2% |
| 10Y | +150.3% | +668.4% | -518.0% | +22.9% |
| All | +182.4% | +815.3% | -632.9% | +9.6% |
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