+35.4%
BX vs GLDM
+99.9%
-64.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.6% | -4.6% | +5.2% | +1.5% |
| 30D | +14.2% | -5.5% | +19.7% | +15.3% |
| 3M | -18.7% | -10.9% | -7.9% | -17.1% |
| 6M | +2.5% | -17.3% | +19.8% | +5.2% |
| YTD | -18.8% | -10.2% | -8.7% | -17.8% |
| 1Y | -10.3% | -6.9% | -3.4% | -9.6% |
| 3Y | +35.4% | +98.7% | -63.3% | -4.6% |
| All | +35.4% | +99.9% | -64.5% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling