+632.4%
GEV vs BX
+7.4%
+625.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +2.4% |
| 7D | +1.6% | -5.6% | +7.2% | +4.6% |
| 30D | -7.9% | -12.2% | +4.3% | -2.0% |
| 3M | +5.6% | +7.4% | -1.8% | +0.5% |
| 6M | +13.1% | +22.2% | -9.1% | -1.2% |
| YTD | +46.7% | -14.0% | +60.7% | +56.9% |
| 1Y | +51.3% | -27.3% | +78.6% | +80.3% |
| All | +632.4% | +7.4% | +625.0% | +574.3% |
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 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