+72.7%
BLK vs GD
+74.3%
-1.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | +0.3% |
| 7D | -3.6% | -5.3% | +1.6% | -1.8% |
| 30D | -1.0% | -6.4% | +5.4% | +1.3% |
| 3M | +10.4% | +5.7% | +4.7% | +8.0% |
| 6M | +8.2% | -0.9% | +9.1% | +8.5% |
| YTD | +6.0% | +8.2% | -2.1% | +2.5% |
| 1Y | +3.3% | +13.4% | -10.1% | -2.0% |
| All | +72.7% | +74.3% | -1.5% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling