+421.7%
BX vs GLDM
+219.1%
+202.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +1.8% | +4.7% | -2.9% | +1.1% |
| 30D | +7.9% | -0.9% | +8.7% | +7.9% |
| 3M | -9.6% | -4.3% | -5.3% | -9.0% |
| 6M | -2.3% | -13.4% | +11.1% | -0.5% |
| YTD | -19.3% | -5.8% | -13.5% | -19.0% |
| 1Y | -13.2% | +2.1% | -15.3% | -13.8% |
| 3Y | +33.8% | +105.0% | -71.2% | +17.6% |
| 5Y | 0.0% | +122.5% | -122.5% | -15.1% |
| All | +421.7% | +219.1% | +202.6% | +367.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling