+463.7%
GLD vs BX
+829.1%
-365.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -2.0% | -2.8% | +0.9% | -1.9% |
| 30D | -4.4% | +7.3% | -11.8% | -4.5% |
| 3M | -8.9% | -16.3% | +7.4% | -8.8% |
| 6M | -16.0% | +2.5% | -18.5% | -16.0% |
| YTD | -7.9% | -17.6% | +9.7% | -7.8% |
| 1Y | -3.9% | -12.4% | +8.5% | -3.9% |
| 3Y | +103.4% | +36.2% | +67.3% | +103.1% |
| 5Y | +109.7% | +3.0% | +106.7% | +109.3% |
| 10Y | +211.8% | +680.0% | -468.2% | +213.5% |
| All | +463.7% | +829.1% | -365.4% | +471.3% |
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