-10.3%
BX vs GLDM
-8.0%
-2.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.6% | -4.6% | +5.2% | +1.7% |
| 30D | +14.2% | -5.5% | +19.7% | +15.5% |
| 3M | -18.7% | -10.9% | -7.9% | -16.7% |
| 6M | +2.5% | -17.3% | +19.8% | +5.1% |
| YTD | -18.8% | -10.2% | -8.7% | -15.9% |
| 1Y | -10.3% | -6.9% | -3.4% | -5.8% |
| All | -10.3% | -8.0% | -2.3% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling