+894.2%
GLW vs BX
+910.6%
-16.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.6% | +9.2% | +8.1% |
| 7D | +14.0% | -2.0% | +16.0% | +14.7% |
| 30D | +0.4% | -2.3% | +2.7% | +0.7% |
| 3M | -11.3% | +18.5% | -29.9% | -17.6% |
| 6M | +35.1% | +23.7% | +11.3% | +22.9% |
| YTD | +90.5% | -10.4% | +100.9% | +93.2% |
| 1Y | +132.0% | -19.6% | +151.6% | +143.9% |
| 3Y | +463.3% | +30.8% | +432.5% | +387.4% |
| 5Y | +382.5% | +24.3% | +358.2% | +304.7% |
| 10Y | +837.6% | +679.5% | +158.2% | +319.4% |
| All | +894.2% | +910.6% | -16.4% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling