+833.1%
GLW vs BX
+654.4%
+178.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.3% | -2.0% |
| 7D | +11.7% | -8.9% | +20.6% | +16.1% |
| 30D | +2.7% | -14.8% | +17.4% | +9.3% |
| 3M | -2.8% | +6.9% | -9.7% | -7.1% |
| 6M | +20.2% | +16.3% | +3.9% | +9.4% |
| YTD | +87.3% | -16.1% | +103.4% | +96.0% |
| 1Y | +119.6% | -26.8% | +146.4% | +143.8% |
| 3Y | +453.7% | +22.4% | +431.2% | +366.8% |
| 5Y | +376.1% | +16.0% | +360.1% | +281.0% |
| All | +833.1% | +654.4% | +178.6% | +198.2% |
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 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