+488.8%
BX vs GLDM
+248.1%
+240.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -4.4% | -0.5% | -3.8% | -4.3% |
| 30D | +0.1% | +4.4% | -4.3% | -0.5% |
| 3M | +16.0% | -1.1% | +17.1% | +16.0% |
| 6M | +21.6% | -13.7% | +35.3% | +23.1% |
| YTD | -8.9% | +2.8% | -11.7% | -9.7% |
| 1Y | -16.6% | +24.8% | -41.5% | -19.5% |
| 3Y | +43.3% | +127.8% | -84.5% | +24.0% |
| 5Y | +25.7% | +141.1% | -115.5% | +5.5% |
| All | +488.8% | +248.1% | +240.7% | +421.2% |
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