+755.6%
GOOGL vs BX
+673.1%
+82.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +0.8% |
| 7D | 0.0% | -5.6% | +5.6% | +2.3% |
| 30D | -1.4% | -12.2% | +10.8% | +3.7% |
| 3M | -5.3% | +7.4% | -12.7% | -8.6% |
| 6M | +9.8% | +22.2% | -12.4% | +0.2% |
| YTD | +8.4% | -14.0% | +22.4% | +12.8% |
| 1Y | +41.2% | -27.3% | +68.5% | +56.9% |
| 3Y | +149.6% | +24.5% | +125.0% | +110.9% |
| 5Y | +142.6% | +18.9% | +123.7% | +97.8% |
| All | +755.6% | +673.1% | +82.5% | +229.4% |
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