+275.1%
BLK vs GFI
+1,066.8%
-791.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.7% |
| 7D | -3.3% | -4.9% | +1.5% | -3.1% |
| 30D | -6.5% | +10.7% | -17.3% | -7.1% |
| 3M | +6.7% | +25.6% | -18.9% | +5.3% |
| 6M | +14.7% | -8.3% | +23.0% | +14.7% |
| YTD | +2.5% | +6.3% | -3.8% | +1.6% |
| 1Y | -2.8% | +22.1% | -24.9% | -4.4% |
| 3Y | +65.9% | +289.2% | -223.3% | +53.5% |
| 5Y | +33.0% | +531.7% | -498.7% | +19.7% |
| All | +275.1% | +1,066.8% | -791.8% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling