+65.9%
BLK vs GH
+363.0%
-297.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.7% |
| 7D | -3.3% | -2.5% | -0.8% | -3.1% |
| 30D | -6.5% | -4.7% | -1.8% | -6.2% |
| 3M | +6.7% | +20.2% | -13.5% | +4.3% |
| 6M | +14.7% | +78.8% | -64.0% | +7.1% |
| YTD | +2.5% | +54.1% | -51.6% | -3.0% |
| 1Y | -2.8% | +177.1% | -179.9% | -13.9% |
| 3Y | +65.9% | +371.6% | -305.8% | +34.6% |
| All | +65.9% | +363.0% | -297.2% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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