+72.1%
BLK vs FGI
-74.8%
+146.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -25.2% | +25.7% | +0.9% |
| 7D | +3.7% | -14.4% | +18.1% | +3.9% |
| 30D | +13.9% | -11.8% | +25.7% | +14.0% |
| 3M | +3.9% | -46.2% | +50.2% | +4.6% |
| 6M | +13.0% | +5.2% | +7.8% | +11.6% |
| YTD | +16.1% | +10.5% | +5.6% | +13.5% |
| 1Y | +16.8% | +25.5% | -8.7% | +13.6% |
| 3Y | +97.7% | -16.0% | +113.7% | +92.2% |
| All | +72.1% | -74.8% | +146.9% | +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