+394.5%
GLW vs BX
+19.7%
+374.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +2.7% |
| 7D | +16.9% | -5.7% | +22.5% | +19.0% |
| 30D | +7.0% | -8.9% | +15.9% | +9.8% |
| 3M | -3.0% | +8.4% | -11.4% | -6.7% |
| 6M | +31.0% | +18.9% | +12.1% | +20.9% |
| YTD | +93.4% | -13.6% | +107.0% | +99.1% |
| 1Y | +134.7% | -22.4% | +157.2% | +150.8% |
| 3Y | +471.8% | +26.0% | +445.8% | +402.7% |
| 5Y | +394.5% | +18.8% | +375.7% | +317.6% |
| All | +394.5% | +19.7% | +374.8% | +317.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling