+14,595.6%
BLK vs GD
+1,967.8%
+12,627.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.2% |
| 7D | +5.2% | -1.9% | +7.1% | +6.2% |
| 30D | +12.9% | +10.9% | +2.0% | +6.7% |
| 3M | +8.6% | -6.8% | +15.3% | +12.4% |
| 6M | +13.9% | +7.0% | +6.9% | +9.2% |
| YTD | +16.1% | +11.1% | +4.9% | +8.3% |
| 1Y | +15.3% | +7.0% | +8.3% | +9.7% |
| 3Y | +96.5% | +59.9% | +36.6% | +48.8% |
| 5Y | +43.8% | +102.5% | -58.6% | -4.8% |
| 10Y | +316.8% | +174.0% | +142.7% | +131.5% |
| All | +14,595.6% | +1,967.8% | +12,627.8% | +4,344.9% |
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