+4,422.1%
BLK vs BG
+1,169.9%
+3,252.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +2.1% |
| 7D | -3.3% | +3.1% | -6.4% | -4.3% |
| 30D | -6.5% | +10.2% | -16.8% | -9.5% |
| 3M | +6.7% | -1.7% | +8.4% | +6.5% |
| 6M | +14.7% | +1.0% | +13.8% | +12.9% |
| YTD | +2.5% | +39.9% | -37.4% | -9.2% |
| 1Y | -2.8% | +53.2% | -56.0% | -16.7% |
| 3Y | +65.9% | +16.3% | +49.6% | +51.9% |
| 5Y | +33.0% | +83.9% | -50.9% | +2.7% |
| 10Y | +281.2% | +165.1% | +116.1% | +146.8% |
| All | +4,422.1% | +1,169.9% | +3,252.3% | +2,435.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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