+72.6%
BLK vs FGI
-68.3%
+140.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.9% | -5.5% | +0.3% |
| 7D | +0.2% | +6.9% | -6.7% | +0.1% |
| 30D | +13.1% | +3.9% | +9.2% | +13.0% |
| 3M | +7.3% | +74.3% | -67.0% | +5.4% |
| 6M | +14.6% | +28.9% | -14.3% | +12.9% |
| YTD | +16.5% | +39.1% | -22.7% | +13.6% |
| 1Y | +15.4% | +49.3% | -34.0% | +12.1% |
| 3Y | +97.2% | +5.7% | +91.4% | +91.2% |
| All | +72.6% | -68.3% | +140.9% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling