+13,325.9%
BLK vs GD
+1,912.7%
+11,413.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | +0.6% |
| 7D | -3.6% | -5.3% | +1.6% | -0.8% |
| 30D | -1.0% | -6.4% | +5.4% | +2.5% |
| 3M | +10.4% | +5.7% | +4.7% | +6.8% |
| 6M | +8.2% | -0.9% | +9.1% | +7.9% |
| YTD | +6.0% | +8.2% | -2.1% | +0.5% |
| 1Y | +3.3% | +13.4% | -10.1% | -4.6% |
| 3Y | +70.3% | +68.5% | +1.8% | +24.9% |
| 5Y | +34.5% | +97.2% | -62.7% | -9.6% |
| 10Y | +281.9% | +190.2% | +91.7% | +106.9% |
| All | +13,325.9% | +1,912.7% | +11,413.2% | +4,026.9% |
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