+12,882.1%
BLK vs GFI
+1,756.4%
+11,125.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.7% |
| 7D | -3.3% | -4.9% | +1.5% | -3.0% |
| 30D | -6.5% | +10.7% | -17.3% | -7.2% |
| 3M | +6.7% | +25.6% | -18.9% | +4.9% |
| 6M | +14.7% | -8.3% | +23.0% | +14.8% |
| YTD | +2.5% | +6.3% | -3.8% | +1.3% |
| 1Y | -2.8% | +22.1% | -24.9% | -5.1% |
| 3Y | +65.9% | +289.2% | -223.3% | +47.9% |
| 5Y | +33.0% | +531.7% | -498.7% | +12.9% |
| 10Y | +281.2% | +1,043.8% | -762.6% | +197.2% |
| All | +12,882.1% | +1,756.4% | +11,125.7% | +9,950.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling