+33.0%
BLK vs GEN
+22.3%
+10.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.3% |
| 7D | -3.3% | -1.3% | -2.0% | -2.9% |
| 30D | -6.5% | +6.1% | -12.6% | -8.3% |
| 3M | +6.7% | +27.0% | -20.2% | -1.4% |
| 6M | +14.7% | +43.9% | -29.1% | +0.6% |
| YTD | +2.5% | +13.0% | -10.5% | -2.4% |
| 1Y | -2.8% | +4.0% | -6.8% | -4.8% |
| 3Y | +65.9% | +66.2% | -0.3% | +36.4% |
| All | +33.0% | +22.3% | +10.8% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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