+527.9%
GLD vs BX
+927.0%
-399.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -0.5% | -4.4% | +3.9% | -0.5% |
| 30D | +4.4% | +0.1% | +4.3% | +4.4% |
| 3M | -1.1% | +16.0% | -17.1% | -1.2% |
| 6M | -13.8% | +21.6% | -35.4% | -13.9% |
| YTD | +2.6% | -8.9% | +11.5% | +2.6% |
| 1Y | +24.5% | -16.6% | +41.1% | +24.5% |
| 3Y | +125.8% | +43.3% | +82.5% | +125.4% |
| 5Y | +137.8% | +25.7% | +112.1% | +137.2% |
| 10Y | +221.4% | +689.5% | -468.1% | +222.7% |
| All | +527.9% | +927.0% | -399.1% | +536.1% |
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 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