+40.6%
GLW vs BX
-8.3%
+48.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.2% | -12.1% | -6.0% |
| 7D | -9.5% | +8.3% | -17.8% | -9.7% |
| 30D | -25.5% | +13.5% | -39.0% | -25.8% |
| 3M | -25.6% | -7.6% | -18.0% | -25.1% |
| 6M | -25.5% | +4.0% | -29.5% | -25.6% |
| YTD | +36.4% | -15.2% | +51.5% | +41.1% |
| 1Y | +40.6% | -8.5% | +49.1% | +39.2% |
| All | +40.6% | -8.3% | +48.9% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling