+967.7%
BX vs IAU
+544.0%
+423.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -4.4% | -0.5% | -3.9% | -4.4% |
| 30D | +0.1% | +4.4% | -4.3% | 0.0% |
| 3M | +16.0% | -1.1% | +17.1% | +16.0% |
| 6M | +21.6% | -13.7% | +35.3% | +21.8% |
| YTD | -8.9% | +2.7% | -11.6% | -9.0% |
| 1Y | -16.6% | +24.6% | -41.2% | -16.9% |
| 3Y | +43.3% | +126.8% | -83.5% | +41.2% |
| 5Y | +25.7% | +139.5% | -113.8% | +23.4% |
| 10Y | +689.5% | +226.3% | +463.2% | +686.3% |
| All | +967.7% | +544.0% | +423.7% | +933.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling