+70.9%
BLK vs FGI
-70.0%
+140.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +3.0% |
| 7D | +4.1% | -1.4% | +5.5% | +4.1% |
| 30D | +12.2% | -3.2% | +15.5% | +12.2% |
| 3M | +7.4% | +64.1% | -56.7% | +5.7% |
| 6M | +13.2% | +17.2% | -4.0% | +11.7% |
| YTD | +15.4% | +31.6% | -16.2% | +12.6% |
| 1Y | +14.6% | +45.1% | -30.4% | +11.4% |
| 3Y | +99.2% | -2.0% | +101.2% | +93.7% |
| All | +70.9% | -70.0% | +140.9% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling