+73.4%
BLK vs GGLL
+313.5%
-240.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -5.2% | -5.8% | +0.6% | -4.2% |
| 30D | -7.0% | -7.2% | +0.2% | -5.9% |
| 3M | +5.7% | -17.5% | +23.2% | +8.1% |
| 6M | +11.0% | +5.1% | +6.0% | +7.8% |
| YTD | +0.9% | -1.3% | +2.2% | -1.2% |
| 1Y | -1.6% | +60.2% | -61.8% | -12.9% |
| 3Y | +64.5% | +230.8% | -166.4% | +16.2% |
| All | +73.4% | +313.5% | -240.2% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling