+136.0%
GOOG vs BX
+17.9%
+118.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -0.9% | +0.6% |
| 7D | 0.0% | -5.6% | +5.7% | +2.1% |
| 30D | -2.0% | -12.2% | +10.3% | +2.6% |
| 3M | -5.9% | +7.4% | -13.3% | -8.9% |
| 6M | +8.9% | +22.2% | -13.3% | +0.2% |
| YTD | +7.1% | -14.0% | +21.1% | +11.2% |
| 1Y | +39.7% | -27.3% | +67.0% | +54.2% |
| 3Y | +145.8% | +24.5% | +121.3% | +109.2% |
| All | +136.0% | +17.9% | +118.1% | +93.9% |
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