+138.3%
GOOGL vs BX
+14.6%
+123.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.6% |
| 7D | -2.8% | -8.9% | +6.1% | +0.4% |
| 30D | -3.2% | -14.8% | +11.6% | +2.4% |
| 3M | -6.6% | +6.9% | -13.5% | -9.4% |
| 6M | +8.5% | +16.3% | -7.8% | +1.6% |
| YTD | +6.5% | -16.1% | +22.6% | +11.5% |
| 1Y | +39.4% | -26.8% | +66.2% | +53.3% |
| 3Y | +146.2% | +22.4% | +123.8% | +111.1% |
| 5Y | +138.3% | +16.0% | +122.3% | +98.3% |
| All | +138.3% | +14.6% | +123.8% | +98.3% |
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