+423.1%
BX vs GLDM
+221.7%
+201.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.7% |
| 7D | +0.3% | +1.9% | -1.6% | 0.0% |
| 30D | +6.7% | -1.7% | +8.4% | +6.9% |
| 3M | -11.1% | -3.5% | -7.5% | -10.6% |
| 6M | -0.4% | -10.1% | +9.6% | +0.9% |
| YTD | -19.1% | -5.0% | -14.0% | -18.9% |
| 1Y | -13.6% | +2.8% | -16.3% | -14.2% |
| 3Y | +30.7% | +105.1% | -74.4% | +14.8% |
| 5Y | +0.3% | +124.3% | -124.0% | -14.9% |
| All | +423.1% | +221.7% | +201.5% | +368.3% |
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