+447.8%
GLD vs BX
+802.7%
-354.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.8% |
| 7D | -5.5% | -1.1% | -4.4% | -5.5% |
| 30D | -7.0% | +8.8% | -15.8% | -7.1% |
| 3M | -12.4% | -18.3% | +5.9% | -12.2% |
| 6M | -18.0% | -1.5% | -16.5% | -18.0% |
| YTD | -10.5% | -19.9% | +9.5% | -10.4% |
| 1Y | -8.1% | -14.5% | +6.4% | -8.0% |
| 3Y | +97.7% | +32.3% | +65.4% | +97.5% |
| 5Y | +103.4% | -1.1% | +104.5% | +103.0% |
| 10Y | +203.1% | +657.8% | -454.8% | +204.7% |
| All | +447.8% | +802.7% | -354.9% | +455.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling