+12,790.5%
BLK vs GAP
+20.3%
+12,770.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.4% | -1.0% |
| 7D | -2.7% | -3.2% | +0.5% | -1.9% |
| 30D | -4.8% | -0.7% | -4.1% | -4.9% |
| 3M | +6.5% | -0.5% | +7.0% | +6.0% |
| 6M | +13.1% | -5.0% | +18.1% | +13.0% |
| YTD | +1.8% | -14.7% | +16.5% | +4.0% |
| 1Y | -1.0% | -8.6% | +7.7% | -1.1% |
| 3Y | +66.0% | +108.4% | -42.4% | +23.8% |
| 5Y | +31.2% | +5.8% | +25.5% | +9.2% |
| 10Y | +278.5% | +29.6% | +248.9% | +151.2% |
| All | +12,790.5% | +20.3% | +12,770.2% | +6,623.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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