+2,435.2%
GOOG vs BX
+873.6%
+1,561.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.0% |
| 7D | -1.6% | -5.7% | +4.1% | +0.1% |
| 30D | -7.7% | -8.9% | +1.2% | -5.3% |
| 3M | -9.3% | +8.4% | -17.7% | -11.8% |
| 6M | +7.4% | +18.9% | -11.5% | +1.5% |
| YTD | +4.9% | -13.6% | +18.5% | +7.8% |
| 1Y | +37.2% | -22.4% | +59.7% | +45.1% |
| 3Y | +141.6% | +26.0% | +115.6% | +117.2% |
| 5Y | +128.8% | +18.8% | +110.0% | +103.4% |
| 10Y | +772.7% | +668.7% | +104.0% | +376.0% |
| All | +2,435.2% | +873.6% | +1,561.6% | +995.1% |
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