+621.6%
GLW vs BX
+829.1%
-207.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.9% | +7.6% |
| 7D | +1.4% | -2.8% | +4.3% | +2.7% |
| 30D | -18.2% | +7.3% | -25.5% | -20.6% |
| 3M | -24.2% | -16.3% | -7.9% | -20.0% |
| 6M | -41.7% | +2.5% | -44.2% | -43.3% |
| YTD | +38.3% | -17.6% | +55.9% | +43.7% |
| 1Y | +38.2% | -12.4% | +50.6% | +40.5% |
| 3Y | +363.4% | +36.2% | +327.2% | +294.4% |
| 5Y | +254.6% | +3.0% | +251.6% | +217.8% |
| 10Y | +562.0% | +680.0% | -118.0% | +196.1% |
| All | +621.6% | +829.1% | -207.5% | +126.9% |
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