+65.9%
BLK vs GFS
-19.7%
+85.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +1.3% |
| 7D | -3.3% | +3.8% | -7.2% | -3.9% |
| 30D | -6.5% | -11.7% | +5.2% | -4.6% |
| 3M | +6.7% | -41.8% | +48.5% | +16.5% |
| 6M | +14.7% | +6.6% | +8.1% | +8.3% |
| YTD | +2.5% | +34.6% | -32.1% | -9.5% |
| 1Y | -2.8% | +46.2% | -48.9% | -16.3% |
| 3Y | +65.9% | -20.3% | +86.2% | +57.7% |
| All | +65.9% | -19.7% | +85.6% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling