+2,440.8%
GOOGL vs BX
+873.6%
+1,567.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -1.2% |
| 7D | -1.9% | -5.7% | +3.8% | -0.2% |
| 30D | -7.5% | -8.9% | +1.4% | -5.1% |
| 3M | -9.2% | +8.4% | -17.6% | -11.6% |
| 6M | +8.1% | +18.9% | -10.9% | +2.2% |
| YTD | +5.8% | -13.6% | +19.5% | +8.9% |
| 1Y | +38.3% | -22.4% | +60.8% | +46.4% |
| 3Y | +144.8% | +26.0% | +118.7% | +120.2% |
| 5Y | +132.5% | +18.8% | +113.8% | +106.8% |
| 10Y | +746.7% | +668.7% | +77.9% | +362.8% |
| All | +2,440.8% | +873.6% | +1,567.2% | +999.3% |
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 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