+33.1%
BLK vs GD
+95.9%
-62.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.0% |
| 7D | -2.9% | -3.5% | +0.6% | -1.2% |
| 30D | -3.6% | -9.0% | +5.4% | +1.0% |
| 3M | +10.1% | +5.1% | +5.0% | +7.1% |
| 6M | +15.3% | -1.0% | +16.3% | +15.4% |
| YTD | +3.5% | +7.3% | -3.8% | -1.2% |
| 1Y | +0.7% | +12.4% | -11.7% | -6.4% |
| 3Y | +68.7% | +73.7% | -5.0% | +17.9% |
| 5Y | +33.1% | +93.8% | -60.7% | -14.8% |
| All | +33.1% | +95.9% | -62.8% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling