+124.5%
GLD vs BX
+34.2%
+90.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | +0.7% | -2.0% | +2.7% | +0.9% |
| 30D | +0.3% | -2.3% | +2.6% | +0.4% |
| 3M | +0.6% | +18.5% | -17.9% | -0.2% |
| 6M | -15.6% | +23.7% | -39.3% | -16.2% |
| YTD | +0.9% | -10.4% | +11.2% | +0.6% |
| 1Y | +19.4% | -19.6% | +38.9% | +19.3% |
| 3Y | +124.5% | +30.8% | +93.7% | +121.7% |
| All | +124.5% | +34.2% | +90.2% | +121.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling