+526.0%
GLW vs BX
+659.0%
-133.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.9% |
| 7D | +7.7% | +0.6% | +7.2% | +7.5% |
| 30D | -18.8% | +14.2% | -33.1% | -23.7% |
| 3M | -27.7% | -18.7% | -9.0% | -21.8% |
| 6M | -44.4% | +2.5% | -46.9% | -46.4% |
| YTD | +31.3% | -18.8% | +50.1% | +38.6% |
| 1Y | +40.0% | -10.3% | +50.4% | +41.1% |
| 3Y | +339.2% | +35.4% | +303.8% | +251.2% |
| 5Y | +229.2% | +0.3% | +228.9% | +185.8% |
| All | +526.0% | +659.0% | -133.0% | +88.9% |
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