+30.3%
BLK vs GFS
0.0%
+30.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +1.2% |
| 7D | -3.3% | +3.8% | -7.2% | -4.1% |
| 30D | -6.5% | -11.7% | +5.2% | -4.2% |
| 3M | +6.7% | -41.8% | +48.5% | +18.4% |
| 6M | +14.7% | +6.6% | +8.1% | +8.5% |
| 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% | +59.6% |
| All | +30.3% | 0.0% | +30.3% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling