+478.1%
GLW vs BX
+25.6%
+452.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +2.6% |
| 7D | +16.9% | -5.7% | +22.5% | +18.8% |
| 30D | +7.0% | -8.9% | +15.9% | +9.5% |
| 3M | -3.0% | +8.4% | -11.4% | -6.6% |
| 6M | +31.0% | +18.9% | +12.1% | +21.0% |
| YTD | +93.4% | -13.6% | +107.0% | +100.4% |
| 1Y | +134.7% | -22.4% | +157.2% | +153.1% |
| All | +478.1% | +25.6% | +452.4% | +421.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling