-2.8%
BLK vs GFS
+47.5%
-50.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +1.4% |
| 7D | -3.3% | +3.8% | -7.2% | -3.6% |
| 30D | -6.5% | -11.7% | +5.2% | -5.6% |
| 3M | +6.7% | -41.8% | +48.5% | +12.0% |
| 6M | +14.7% | +6.6% | +8.1% | +8.6% |
| YTD | +2.5% | +34.6% | -32.1% | -8.3% |
| 1Y | -2.8% | +46.2% | -48.9% | -15.1% |
| All | -2.8% | +47.5% | -50.3% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling