+215.0%
GLD vs BX
+673.1%
-458.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.5% |
| 7D | -2.0% | -5.6% | +3.6% | -1.8% |
| 30D | -1.5% | -12.2% | +10.7% | -1.2% |
| 3M | +3.2% | +7.4% | -4.2% | +3.0% |
| 6M | -16.3% | +22.2% | -38.4% | -16.6% |
| YTD | +0.6% | -14.0% | +14.6% | +0.7% |
| 1Y | +19.1% | -27.3% | +46.4% | +19.6% |
| 3Y | +123.5% | +24.5% | +99.0% | +121.4% |
| 5Y | +138.5% | +18.9% | +119.6% | +135.1% |
| All | +215.0% | +673.1% | -458.1% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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