+28.2%
BLK vs GFS
-2.1%
+30.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.2% | +3.2% | -8.4% | -5.8% |
| 30D | -7.0% | -9.6% | +2.5% | -5.3% |
| 3M | +5.7% | -38.5% | +44.1% | +15.6% |
| 6M | +11.0% | -1.3% | +12.3% | +6.9% |
| YTD | +0.9% | +31.8% | -30.9% | -10.6% |
| 1Y | -1.6% | +44.6% | -46.2% | -15.2% |
| 3Y | +64.5% | -20.6% | +85.1% | +58.2% |
| All | +28.2% | -2.1% | +30.3% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling