+29.8%
BX vs IAU
+124.3%
-94.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | -2.3% | +0.3% | -2.6% | -2.3% |
| 3M | +18.5% | +0.7% | +17.8% | +18.3% |
| 6M | +23.7% | -15.5% | +39.2% | +24.9% |
| YTD | -10.4% | +1.0% | -11.3% | -10.9% |
| 1Y | -19.6% | +19.6% | -39.1% | -21.7% |
| All | +29.8% | +124.3% | -94.5% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling