+432.7%
BX vs GLDM
+212.7%
+219.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -2.8% | -2.0% | -0.9% | -2.5% |
| 30D | +7.3% | -4.4% | +11.8% | +8.0% |
| 3M | -16.3% | -8.8% | -7.5% | -15.2% |
| 6M | +2.5% | -15.9% | +18.4% | +4.7% |
| YTD | -17.6% | -7.7% | -9.9% | -17.0% |
| 1Y | -12.4% | -3.6% | -8.8% | -12.3% |
| 3Y | +36.2% | +105.2% | -69.1% | +19.7% |
| 5Y | +3.0% | +112.8% | -109.8% | -12.0% |
| All | +432.7% | +212.7% | +219.9% | +379.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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