-1.0%
BLK vs GD
+11.5%
-12.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | -2.7% | -3.1% | +0.5% | -1.8% |
| 30D | -4.8% | -10.9% | +6.2% | -1.6% |
| 3M | +6.5% | +2.5% | +4.0% | +5.7% |
| 6M | +13.2% | -1.7% | +14.8% | +14.9% |
| YTD | +1.8% | +6.1% | -4.3% | -0.7% |
| 1Y | -1.0% | +11.7% | -12.7% | -5.3% |
| All | -1.0% | +11.5% | -12.5% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling