+54.1%
BLK vs FGI
-69.8%
+123.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -1.9% |
| 7D | -2.4% | +5.2% | -7.6% | -2.5% |
| 30D | -3.1% | +65.2% | -68.3% | -4.6% |
| 3M | +10.7% | +30.2% | -19.5% | +9.2% |
| 6M | +15.9% | +87.8% | -71.9% | +12.5% |
| YTD | +4.0% | +32.5% | -28.4% | +1.6% |
| 1Y | +1.3% | +93.6% | -92.3% | -2.9% |
| 3Y | +69.6% | -2.6% | +72.1% | +64.9% |
| All | +54.1% | -69.8% | +123.9% | +51.9% |
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