+14,075.2%
BLK vs GD
+1,892.5%
+12,182.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | +2.7% | -5.0% | +7.7% | +5.5% |
| 30D | +10.2% | +8.9% | +1.3% | +5.2% |
| 3M | +4.9% | -8.0% | +13.0% | +9.4% |
| 6M | +11.0% | +2.9% | +8.1% | +8.7% |
| YTD | +11.9% | +7.1% | +4.9% | +6.5% |
| 1Y | +12.6% | +5.9% | +6.7% | +7.7% |
| 3Y | +92.9% | +53.9% | +39.1% | +49.1% |
| 5Y | +39.3% | +95.4% | -56.1% | -6.0% |
| 10Y | +335.9% | +193.5% | +142.5% | +134.5% |
| All | +14,075.2% | +1,892.5% | +12,182.7% | +4,271.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling