+780.7%
GOOG vs BX
+673.1%
+107.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -0.9% | +0.6% |
| 7D | 0.0% | -5.6% | +5.7% | +2.3% |
| 30D | -2.0% | -12.2% | +10.3% | +3.1% |
| 3M | -5.9% | +7.4% | -13.3% | -9.2% |
| 6M | +8.9% | +22.2% | -13.3% | -0.7% |
| YTD | +7.1% | -14.0% | +21.1% | +11.4% |
| 1Y | +39.7% | -27.3% | +67.0% | +55.2% |
| 3Y | +145.8% | +24.5% | +121.3% | +107.5% |
| 5Y | +138.6% | +18.9% | +119.7% | +94.5% |
| All | +780.7% | +673.1% | +107.6% | +239.0% |
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