+18.8%
BX vs IAU
+141.6%
-122.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -3.8% |
| 7D | -5.7% | +0.2% | -5.8% | -5.7% |
| 30D | -8.9% | +0.2% | -9.1% | -8.9% |
| 3M | +8.4% | +3.3% | +5.1% | +7.8% |
| 6M | +18.9% | -14.6% | +33.5% | +20.6% |
| YTD | -13.6% | +1.9% | -15.5% | -14.5% |
| 1Y | -22.4% | +20.9% | -43.3% | -25.3% |
| 3Y | +26.0% | +127.5% | -101.5% | +3.2% |
| 5Y | +18.8% | +141.9% | -123.1% | -12.5% |
| All | +18.8% | +141.6% | -122.8% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling