+635.8%
BX vs IAU
+210.9%
+424.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.6% | -4.6% | +5.2% | +1.4% |
| 30D | +14.2% | -5.4% | +19.7% | +15.2% |
| 3M | -18.7% | -10.9% | -7.9% | -17.3% |
| 6M | +2.5% | -17.4% | +19.8% | +5.1% |
| YTD | -18.8% | -10.2% | -8.6% | -17.9% |
| 1Y | -10.3% | -7.1% | -3.3% | -9.7% |
| 3Y | +35.4% | +97.7% | -62.3% | +20.0% |
| 5Y | +0.3% | +105.3% | -105.0% | -13.4% |
| All | +635.8% | +210.9% | +424.9% | +552.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling