+140.0%
GLD vs BX
+19.7%
+120.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.0% |
| 7D | +0.1% | -5.7% | +5.8% | +0.3% |
| 30D | +0.2% | -8.9% | +9.1% | +0.5% |
| 3M | +3.2% | +8.4% | -5.2% | +3.0% |
| 6M | -14.6% | +18.9% | -33.6% | -15.0% |
| YTD | +1.8% | -13.6% | +15.4% | +1.8% |
| 1Y | +20.7% | -22.4% | +43.2% | +21.0% |
| 3Y | +126.5% | +26.0% | +100.5% | +124.0% |
| 5Y | +140.0% | +18.8% | +121.3% | +133.4% |
| All | +140.0% | +19.7% | +120.4% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling